Jump spillover in international equity markets
Year of publication: |
2006
|
---|---|
Authors: | Asgharian, Hossein ; Bengtsson, Christoffer |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 4.2006, 2, p. 167-203
|
Subject: | Aktienmarkt | Stock market | Aktienindex | Stock index | Spillover-Effekt | Spillover effect | International | Schätzung | Estimation |
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