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


Conrad, Christian ; Karanasos, Menelaos ; Zeng, Ning



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.




+ Citation Example and Export

Conrad, Christian ; Karanasos, Menelaos ; Zeng, Ning (2011) Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study. Journal of Empirical Finance Amsterdam [u.a.] 18 1 147-159 [Article]


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item