Volatility and causality in Asia Pacific financial markets
Year of publication: |
2007
|
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Authors: | Weber, Enzo |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Internationaler Finanzmarkt | Volatilität | Internationaler Preiszusammenhang | ARCH-Modell | Multivariate Analyse | Asiatisch-pazifischer Raum | Structural EGARCH | Financial Markets | Asia Pacific |
Series: | SFB 649 Discussion Paper ; 2007,004 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 525358048 [GVK] hdl:10419/25176 [Handle] |
Classification: | C32 - Time-Series Models ; G15 - International Financial Markets |
Source: |
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Weber, Enzo, (2007)
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Volatility and causality in Asia Pacific financial markets
Weber, Enzo, (2007)
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Volatility and Causality in Asia Pacific Financial Markets
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