Spillovers of stock return volatility to Asian equity markets from Japan and the US
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Volume (Year): 13 (2003)
Issue (Month): 4 (October)
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References listed on IDEAS
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- Bollerslev, Tim, 1986.
"Generalized autoregressive conditional heteroskedasticity,"
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Elsevier, vol. 31(3), pages 307-327, April.
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- Ng, Angela, 2000. "Volatility spillover effects from Japan and the US to the Pacific-Basin," Journal of International Money and Finance, Elsevier, vol. 19(2), pages 207-233, April.
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