𝔖 Bobbio Scriptorium
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Pricing of national index funds

✍ Scribed by Vihang R. Errunza

Book ID
105563079
Publisher
Springer US
Year
1991
Tongue
English
Weight
494 KB
Volume
1
Category
Article
ISSN
0924-865X

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## Abstract In this paper, price discovery among the Hang Seng Index markets is investigated using the Hasbrouck and Gonzalo and Granger common‐factor models and the multivariate generalized autoregressive conditional heteroskedasticity (M‐GARCH) model. Minute‐by‐minute data from the Hang Seng Inde