Co-Movements and Asymmetric Volatility in the Portuguese and U.S. Stock Markets

Author： Menezes Rui   Ferreira Nuno   Mendes Diana  

Publisher： Springer Publishing Company

ISSN： 0924-090X

Source： Nonlinear Dynamics, Vol.44, Iss.1-4, 2006-06, pp. : 359-366

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