Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States
Year of publication: |
2015
|
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Authors: | Mohammadi, Hassan ; Tan, Yuting |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 3.2015, 2, p. 215-232
|
Publisher: |
Basel : MDPI |
Subject: | stock markets | multivariate GARCH | BEKK | CCC | DCC | dynamic correlation |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/econometrics3020215 [DOI] 831866985 [GVK] hdl:10419/171824 [Handle] |
Classification: | C32 - Time-Series Models ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: |
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Mohammadi, Hassan, (2015)
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Mohammadi, Hassan, (2015)
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