Transitory and Permanent Volatility Components: The Case of the Middle East Stock Markets
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- Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael, 2009.
"Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets,"
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- Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J., 2008. "Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets," Econometric Institute Research Papers EI 2008-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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