International linkage of the Russian market and the Russian financial crisis : a multivariate GARCH analysis
Kashif Saleem
| Year of publication: |
2009
|
|---|---|
| Authors: | Saleem, Kashif |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 23.2009, 3, p. 243-256
|
| Subject: | Finanzkrise | Financial crisis | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model | Russland | Russia |
| 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/10003876723