GARCH model with cross-sectional volatility: GARCHX models

Applied Financial Economics

Volumn 15, Issue 3, 2005, Pages 203-216

  Hwang, Soosung ^a   Satchell, Steve E ^b  

^a CITY UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET; MARKET CONDITIONS; METHODOLOGY; MODELING;

EASTERN HEMISPHERE; EURASIA; EUROPE; NORTH AMERICA; UNITED KINGDOM; UNITED STATES; WESTERN EUROPE; WESTERN HEMISPHERE; WORLD;

EID: 14644417151     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310042000314214     Document Type: Article

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