مرکز منطقه ای اطلاع رساني علوم و فناوري - Interdependence of international equity variances: Evidence from East Asian markets

Title of article :

Interdependence of international equity variances: Evidence from East Asian markets

Author/Authors :

I-Yuan Chuang، نويسنده , , Jin-Ray Lu، نويسنده , , Keshin Tswei، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2007

Pages :

From page :

311

To page :

327

Keywords :

Volatility spillover , Equity volatility , GARCH , VAR

Journal title :

Emerging Markets Review

Serial Year :

2007

Journal title :

Emerging Markets Review

Record number :

124295

Link To Document :