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
Pages
11
From page
470
To page
480
Keywords
MGARCH , Sector indexes , Volatility transmission
Journal title
Quarterly Review of Economics and Finance
Serial Year
2007
Journal title
Quarterly Review of Economics and Finance
Record number
178581
Link To Document