Higher-order terms in bivariate returns to international stock market indices
Year of publication: |
2008
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Authors: | Butler, Kirt Charles ; Okada, Katsushi |
Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 12.2008, 1/2, p. 127-155
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Subject: | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market |
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