THE DISSIMILAR MARKET VOLATILITY IN NEIGHBORING FINANCIAL MARKETS: AN EMPIRICAL STUDY USING A MULTIVARIATE GARCH MODEL.
| Autor: | Wijeweera, Albert1 albert.wijeweera@ku.ac.ae, Goonetilleke, Ravindra Stephen1, Namwoon Kim1 |
|---|---|
| Zdroj: | Journal of Developing Areas. Fall2024, Vol. 58 Issue 4, p61-76. 16p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
|