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Morone, Andrea - 2005

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Morone, Andrea (contributor) - 2002 - [Elektronische Ressource]

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2010 - 2. Aufl.

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Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15

there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …

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Karabulut, Yigitcan - 2012

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Schlepper, Kathi - In: Essays on current phenomena and developments in …, (pp. 69-125). 2016

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Heiberger, Raphael H. - 2015

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Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - Rev. version

large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH …

Persistent link: https://www.econbiz.de/10003670896

Bauer, Rob; Koedijk, Kees; Otten, Rogér - In: Journal of banking & finance 29 (2005) 7, pp. 1751-1767

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Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001945539