مرکز منطقه ای اطلاع رساني علوم و فناوري - Volatility and cross correlation across major stock markets

Title of article :

Volatility and cross correlation across major stock markets

Author/Authors :

Latha Ramchand، نويسنده , , Raul Susmel، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1998

Pages :

From page :

397

To page :

416

Keywords :

Cross correlation , Stock Market , Volatility , Switching ARCH

Journal title :

Journal of Empirical Finance

Serial Year :

1998

Journal title :

Journal of Empirical Finance

Record number :

130636

Link To Document :