A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada
โ Scribed by G. Andrew Karolyi
- Book ID
- 115466968
- Publisher
- American Statistical Association
- Year
- 1995
- Tongue
- English
- Weight
- 672 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0735-0015
- DOI
- 10.2307/1392517
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