Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets
Year of publication: |
2013-10-08
|
---|---|
Authors: | Giles, David E. ; Li, Yanan |
Institutions: | Department of Economics, University of Victoria |
Subject: | Volatility | Spillovers | Stock markets | Multivariate GARCH | Asymmetric BEKK model |
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