STAR-GARCH models for stock market interactions in the Pacific Basin region, Japan and US
Giorgio Busetti; Matteo Manera
| Year of publication: |
2006
|
|---|---|
| Authors: | Busetti, Giorgio ; Manera, Matteo |
| Published in: |
International finance and monetary policy. - New York, NY : Nova Science Publ., ISBN 1-60021-103-8. - 2006, p. 135-156
|
| Subject: | Aktienmarkt | Stock market | Preiskonvergenz | Price convergence | Autokorrelation | Autocorrelation | ARCH-Modell | ARCH model | Ostasien | East Asia | Japan | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003459470