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~subject:"Aktienmarkt"
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Testing for volatility co-movement in bivariate stochastic volatility models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2017
-
Revised: February 2017
Persistent link: https://www.econbiz.de/10011659216
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Dynamic conditional correlations in international stock, bond and foreign exchange markets : emerging markets evidence
Hakim, Abdul
;
McAleer, Michael
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2009
Persistent link: https://www.econbiz.de/10003908709
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