✦ LIBER ✦

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

✍ Scribed by Christian Conrad; Menelaos Karanasos; Ning Zeng

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A multi-country study of power ARCH mode

✍ Robert D. Brooks; Robert W. Faff; Michael D. McKenzie; Heather Mitchell 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 89 KB

A Bayesian analysis of market informatio

✍ Petra Fleischer; Ross Maller; Gernot Müller 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 617 KB

Modeling equity market integration using

✍ Patricia L. Chelley-Steeley 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 158 KB

Modelling International Price Relationsh

✍ Antonios Antoniou; Gioia Pescetto; Antonis Violaris 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 245 KB

A multivariate model of fuzzy integrated

✍ Okan Duru 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 715 KB