Interaction between stock indicesvia changepoint analysis-Reference-Cited by-同舟云学术

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Interaction between stock indicesvia changepoint analysis

Published:2006 Issue:5-6 Volume:22 Page:573-586
ISSN:1524-1904
Container-title:Applied Stochastic Models in Business and Industry
language:en
Short-container-title:Appl. Stochastic Models Bus. Ind.

Author:

Lenardon Martin J.,Amirdjanova Anna

Publisher

Wiley

Subject

Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation

Reference18 articles.

1. Transmission of Volatility between Stock Markets

2. Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements

3. International Transmission of Stock Market Movements

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