A multivariate GARCH model of international transmissions of stock returns and volatility : the case of the United States and Canada
G. Andrew Karolyi
| Year of publication: |
1995
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|---|---|
| Authors: | Karolyi, G. Andrew |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 13.1995, 1, p. 11-25
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| Subject: | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market | USA | United States | Kanada | Canada | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | 1981-1989 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001177129