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Long-run comovements in East Asian stock market volatility
Truchis, Gilles de
;
Keddad, Benjamin
- In:
Open economies review
27
(
2016
)
5
,
pp. 969-986
Persistent link: https://www.econbiz.de/10011717069
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Approximate Whittle analysis of
fractional
cointegration
and the stock market synchronization issue
Truchis, Gilles de
- In:
Economic modelling
34
(
2013
),
pp. 98-105
Persistent link: https://www.econbiz.de/10010363738
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