Statistical Analysis of the Correlation between Italian and U.S. Stock Returns
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KeywordsGARCH models; Invariance; Stock Returns.;
All these keywords.
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ACC-2004-07-18 (Accounting & Auditing)
- NEP-ECM-2004-07-18 (Econometrics)
- NEP-FMK-2004-07-18 (Financial Markets)
- NEP-RMG-2004-03-28 (Risk Management)
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