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Volatility spillovers in East Asian financial markets : a MEM-based approach
Engle, Robert F.
;
Gallo, Giampiero M.
;
Velucchi, Margherita
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The review of economics and statistics
94
(
2012
)
1
,
pp. 221-233
Persistent link: https://www.econbiz.de/10009565360
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Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach
Engle, Robert F.
;
Gallo, Giampiero M.
;
Velucchi, Margherita
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 222-224
Persistent link: https://www.econbiz.de/10009826312
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