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1 Ergebnisse
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Measuring volatility spillovers between developed and South..:
Thi Hoang Anh Nguyen
;
Thi Thanh Huyen Tran
;
Ngoc Kim Minh Huynh
.
https://jiem.ftu.edu.vn/index.php/jiem/article/view/192. , 2018
Link:
https://doaj.org/article/c4df44ede09d4692ad2c804ea0ce6..
RT Journal T1
Measuring volatility spillovers between developed and Southeast Asian emerging stock markets: a multivariate garch approach
UL https://suche.suub.uni-bremen.de/peid=base-ftdoajarticles:oai:doaj.org_article:c4df44ede09d4692ad2c804ea0ce6b81&Exemplar=1&LAN=DE A1 Thi Hoang Anh Nguyen A1 Thi Thanh Huyen Tran A1 Ngoc Kim Minh Huynh A1 Thi Ngoc Tran Nguyen PB HDV INSER., JSC YR 2018 K1 volatility spillovers K1 garch-dcc model K1 emerging market K1 financial crisis K1 Economics as a science K1 HB71-74 JF https://jiem.ftu.edu.vn/index.php/jiem/article/view/192 LK http://dx.doi.org/https://doaj.org/article/c4df44ede09d4692ad2c804ea0ce6b81 DO https://doaj.org/article/c4df44ede09d4692ad2c804ea0ce6b81 SF ELIB - SuUB Bremen
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