Volatility and Links between National Stock Markets (Q4302551)
From MaRDI portal
scientific article; zbMATH DE number 621928
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility and Links between National Stock Markets |
scientific article; zbMATH DE number 621928 |
Statements
Volatility and Links between National Stock Markets (English)
0 references
21 August 1994
0 references
asset pricing
0 references
time-varying volatility
0 references
time-variation in the covariances
0 references
capital market integration
0 references
stock markets
0 references
