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

โœ Scribed by Hong Li; Ewa Majerowska

Book ID
113877780
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
912 KB
Volume
22
Category
Article
ISSN
0275-5319

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The authors are grateful to Mark J. Powers, the editor, and two anonymous referees for their helpful comments and suggestions. Valuable comments on earlier versions from Thomas Schwarz and Fumi Quong are also greatly appreciated. The views stated in this article are those of the authors and do not n