STAR-GARCH models for stock market interactions in the Pacific Basin region : Japan and US
Year of publication: |
2011
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Authors: | Busetti, Giorgio ; Manera, Matteo |
Published in: |
Progress in economics research. - New York : Nova Science Publishers, ISSN 1549-1552, ZDB-ID 3092663-4. - Vol. 22.2011, p. 155-177
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Subject: | Aktienmarkt | Stock market | Preiskonvergenz | Price convergence | Autokorrelation | Autocorrelation | ARCH-Modell | ARCH model | Ostasien | East Asia | Japan | USA | United States |
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STAR-GARCH models for stock market interactions in the Pacific Basin region, Japan and US
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STAR-GARCH models for stock market interactions in the Pacific Basin region, Japan and US
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STAR-GARCH models for stock market interactions in the Pacific Basin Region, Japan and US
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STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US
Busetti, Giorgio, (2003)
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STAR-GARCH models for stock market interactions in the Pacific Basin region, Japan and US
Busetti, Giorgio, (2006)
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STAR-GARCH models for stock market interactions in the Pacific Basin region, Japan and US
Busetti, Giorgio, (2010)
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