Estimating and predicting multivariate volatility thresholds in global stock markets
Journal
Journal of Applied Econometrics
ISSN
0883-7252
ISSN-Digital
1099-1255
Type
journal article
Date Issued
2006-04
Author(s)
Language
English
HSG Classification
not classified
Refereed
Yes
Publisher
JSTOR
Publisher place
Chichester
Volume
21
Number
3
Start page
345
End page
369
Pages
25
Subject(s)
Eprints ID
32653