Work

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

Year: 2007

Type: article

Source: Applied Economics Letters

DOI: 10.1080/13504850500426186

Authors: Shieh-Liang Chen, Shian-Chang Huang, Yi-Mien Lin

Institutions: National Changhua University of Education, National Chung Hsing University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2007993102

FWCI: 1.183

Cites: 15

Cited by: 11

Related to: 10