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Volumn 22, Issue 3, 2008, Pages 247-266

Testing stock market linkages for Poland and Hungary: A multivariate GARCH approach

Author keywords

Asymmetric response of volatility; Multivariate GARCH model; Stock market linkages; Volatility spillovers

Indexed keywords


EID: 47149106277     PISSN: 02755319     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ribaf.2007.06.001     Document Type: Article
Times cited : (91)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.