Cross-border transmission of stock price volatility : evidence from the overlapping hours
Year of publication: |
1999
|
---|---|
Authors: | Jeong, Jin-gil |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 10.1999, 1, p. 53-70
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model | USA | United States | Großbritannien | United Kingdom | Kanada | Canada | 1992 |
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