Title of article
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia
Author/Authors
Chris Brooks، نويسنده , , ?lan T. Henry، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
17
From page
497
To page
513
Keywords
Non-linear causality , Multivariate asymmetric GARCH , Volatilityspillovers , Equity return volatility
Journal title
Economic Modelling
Serial Year
2000
Journal title
Economic Modelling
Record number
227474
Link To Document