Comparative Study of the Spill-over in the Conditional Volatility and Dynamic Conditional Correlation of Various Stock Markets
| Autor: | Jinho Jeong, Jei，Sang Young, Jaeok Lim |
|---|---|
| Rok vydání: | 2012 |
| Předmět: | |
| Zdroj: | Korean Journal of Financial Engineering. 11:1-16 |
| ISSN: | 1738-124X |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|