Lin, Yong-Huang; Wu, Yun-Wu; Chiou, Jer-Shiou - In: Applied Economics Letters 15 (2008) 15, pp. 1207-1211
Most existing studies focus on establishing models of interdependence between the construction sector and performance of the national economy, this issue was initiated from financial markets in this study. By adopting an autoregressive conditional jump intensity model, this study examined how...