Return and Volatility Spillovers Among Asian Stock Markets
Year of publication: |
2019
|
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Authors: | Joshi, Prashant |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Asien | Asia | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Japan | ARCH-Modell | ARCH model | Hongkong | Hong Kong | Singapur | Singapore | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (8 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2011 erstellt |
Other identifiers: | 10.2139/ssrn.3356547 [DOI] |
Classification: | C32 - Time-Series Models ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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