Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach
Engle, Robert F., Gallo, Giampiero M., Velucchi, MargheritaVolume:
94
Language:
english
Journal:
Review of Economics and Statistics
DOI:
10.1162/REST_a_00167
Date:
February, 2012
File:
PDF, 1000 KB
english, 2012