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Hourly volatility spillovers between international equity markets
Susmel, Raul; Engle, Robert F. - 1992
Persistent link: https://www.econbiz.de/10000841632
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Common volatility in international equity markets
Engle, Robert F.; Susmel, Raul - 1992
Persistent link: https://www.econbiz.de/10000841634
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Autoregressive conditional heteroskedasticity and changes in regime
Hamilton, James D.; Susmel, Raul - 1993
Persistent link: https://www.econbiz.de/10000877974
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Hourly volatility spillovers between international equity markets
Susmel, Raul - In: Journal of international money and finance 13 (1994) 1, pp. 3-25
Persistent link: https://www.econbiz.de/10001156395
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Common volatility in international equity markets
Engle, Robert F. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 167-176
Persistent link: https://www.econbiz.de/10001142130