Modelling Volatility and Its Implication for European Economic Integration

DOI10.1016/S0573-8555(04)69001-8MaRDI QIDQ5292179zbMATH OpenOpenAlexFDO

Authors Stephen G. Hall

Publication date 19 June 2007

Published in Contributions to Economic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0573-8555(04)69001-8

zbMATH Keywords

GARCHvolatilityEuropean integration

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Recommendations

• Multivariate Volatility Models
• Volatility and Links between National Stock Markets
• Foreign direct investment in R\&D and exchange rate uncertainty
• A flexible dynamic correlation model
• EMU and the stability and volatility of foreign exchange: some empirical evidence

Cited in

(3)

• Foreign direct investment in R\&D and exchange rate uncertainty
• Global European portfolio construction: Does a changing volatility structure matter?
• International financial flows and regional disparities: a statistical analysis

This page was built for publication: Modelling Volatility and Its Implication for European Economic Integration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5292179)