Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study

DOI:	https://doi.org/10.1016/j.jempfin.2010.05.001
URL:	https://www.sciencedirect.com/science/article/pii/...
Additional URL:	https://www.researchgate.net/publication/222648048...
Document Type:	Article
Year of publication:	2011
The title of a journal, publication series:	Journal of Empirical Finance
Volume:	18
Issue number:	1
Page range:	147-159
Place of publication:	Amsterdam [u.a.]
Publishing house:	Elsevier
ISSN:	0927-5398
Publication language:	English
Institution:	Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSE (Economics)
Subject:	330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Conrad, Christian ; Karanasos, Menelaos ; Zeng, Ning

Google Scholar: Conrad, Christian ; Karanasos, Menelaos ; Zeng, Ning

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