Subject
Economics and Econometrics,Finance
Reference17 articles.
1. Ang, A., Chen, J., 2000. Asymmetric correlations of equity portfolios. Stanford University working paper (May).
2. Bae, K.H., Karolyi, G.A., Stulz, R.M., 2000. A new approach to measuring financial contagion. Ohio State University working paper (August).
3. Asymmetric volatility and risk in equity markets;Bekaert;Review of Financial Studies,2000
4. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
5. Modelling the coherence in short-run nominal exchange rates: a multivariate generalized ARCH approach;Bollerslev;Review of Economics and Statistics,1990
Cited by
93 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献