scientific article; zbMATH DE number 2069784

MaRDI QIDQ4463672zbMATH OpenFDO

Authors Chungchu Chuang

Publication date 27 May 2004

zbMATH Keywords

cross-market volatility spillovers effectmultivariate EC-GARCH modelvolatility feedback effect

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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