Time-varying spillover effects on sectoral equity returns
Hatice Ozer Balli, Faruk Balli and Rosmy Jean Louis
| Year of publication: |
2013
|
|---|---|
| Authors: | Balli, Hatice Ozer ; Balli, Faruk ; Jean-Louis, Rosmy |
| Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 13.2013, 1, p. 67-91
|
| Subject: | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Schätzung | Estimation | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009726485