On conditional volatility transmission among mutual fund portfolios

Author: Jones Samuel Kyle   Thompson Mark A.  

Publisher: Routledge Ltd

ISSN: 1744-6546

Source: Applied Financial Economics Letters, Vol.1, Iss.6, 2005-11, pp. : 339-342

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract