Volatility and causality in Asia Pacific financial markets
Year of publication: |
2010
|
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Authors: | Weber, Enzo |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 16/18, p. 1269-1292
|
Subject: | Internationaler Finanzmarkt | International financial market | Volatilität | Volatility | Preiskonvergenz | Price convergence | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Asiatisch-pazifischer Raum | Asia-Pacific region | 1999-2006 |
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