Return and volatility spillovers in equity markets: An investigation using various GARCH methodologies
Dedi, Lidija, Yavas, Burhan F., McMillan, DavidVolume:
4
Language:
english
Journal:
Cogent Economics & Finance
DOI:
10.1080/23322039.2016.1266788
Date:
December, 2016
File:
PDF, 817 KB
english, 2016