A GARCH modelling of volatility and M-GARCH approach of stock market linkages of North America
Year of publication: |
December 2018
|
---|---|
Authors: | Panda, Ajaya Kumar ; Nanda, Swagatika |
Published in: |
Global business review. - New Delhi [u.a.] : Sage, ISSN 0972-1509, ZDB-ID 2004354-5. - Vol. 19.2018, 6, p. 1538-1553
|
Subject: | Stock markets | interlinkages | North America | ARCH | GARCH | DCC | Aktienmarkt | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model | Nordamerika | Kanada | Canada |
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