Using multivariate stochastic volatility models to investigate the interactions among NASDAQ and major Asian stock indices

Author： Chen Shieh-Liang   Huang Shian-Chang   Lin Yi-Mien  

Publisher： Routledge Ltd

ISSN： 1466-4291

Source： Applied Economics Letters, Vol.14, Iss.2, 2007-02, pp. : 127-133

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