Industrial Structure and the Comparative Behavior of International Stock Market Indices
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1992.tb03977.x/fullpdf
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3. Bailey , Warren René M. Stulz 1990 Benefits of international diversification: The case of Pacific basin stock markets Journal of Portfolio Management 57 61
4. Generalized autoregressive conditional heteroscedasticity;Bollerslev;Journal of Econometrics,1986
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