Title of article :
Multivariate GARCH modeling of sector volatility transmission
Author/Authors :
Syed Aun Hassan، نويسنده , , Farooq Malik، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
MGARCH , Sector indexes , Volatility transmission
Journal title :
Quarterly Review of Economics and Finance
Journal title :
Quarterly Review of Economics and Finance
