The volatility spillover from the market to disaggregated industry stocks : the case for the US and UK
Year of publication: |
2011
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Authors: | Moore, Tomoe |
Published in: |
International journal of business and economics. - Taichung : Feng Chia University, ISSN 1607-0704, ZDB-ID 2573186-5. - Vol. 10.2011, 1, p. 61-68
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Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Industrie | Manufacturing industries | Großbritannien | United Kingdom | USA | United States | 1973-2008 |
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