The Volatility Spillover from the Market to Disaggregated Industry Stocks: The Case for the US and UK
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More about this item
Keywordsvolatility of stock returns; market returns; disaggregated industry stocks; GARCH;
- G1 - Financial Economics - - General Financial Markets
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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