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Busetti, G., Manera, M. (2006). STAR-GARCH models for stock market interactions in the Pacific Basin region, Japan and US. In G.P. Severov (a cura di) International Finance and Monetary Policy (pp. 135-156). New York : Nova Science Publishers.

STAR-GARCH models for stock market interactions in the Pacific Basin region, Japan and US

MANERA, MATTEO
2006
Capitolo o saggio
STAR-GARCH models; volatility, regime switching; stock markets; interdependencies
English
G.P. Severov (a cura di) International Finance and Monetary Policy
2006
978-1-60021-103-4
Nova Science Publishers
135
156
Busetti, G., Manera, M. (2006). STAR-GARCH models for stock market interactions in the Pacific Basin region, Japan and US. In G.P. Severov (a cura di) International Finance and Monetary Policy (pp. 135-156). New York : Nova Science Publishers.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/1972
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