Title of article :
Volatility linkage among currency futures markets during US trading and non-trading period
Author/Authors :
Hung-Gay Fung، نويسنده , , Gary A. Patterson، نويسنده ,
Pages :
25
From page :
129
To page :
153
Keywords :
Vector autoregressive analysis , Currency markets , Volatility linkage
Journal title :
Astroparticle Physics
Record number :
230715
Link To Document :
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