A Multivariate GARCH Model of International Transmissions...

Journal of Business and Economic Statistics 1995 / 04 Vol. 13; Iss. 1

A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada

G. Andrew Karolyi
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Volume:
13
Language:
english
Pages:
15
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/1392517
Date:
April, 1995
File:
PDF, 672 KB
english, 1995
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