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1
The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach
SULEIMANN, Ryan
-
EconWPA
-
2003
, using a bivariate SWARCH model to show the dependence of the high and low
volatility
states of the IT.CAC on the NASDAQ-100 …, with no intermediate simultaneous high-low
volatility
states. …
Persistent link: https://www.econbiz.de/10005556399
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2
New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach
SULEIMANN, Ryan
-
EconWPA
-
2003
modeling this market’s high
volatility
to prevent against crises.The strong linkage of the American and European New Technology …
Persistent link: https://www.econbiz.de/10005119158
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