Stock returns volatility persistence and spillover effects: Empirical evidence from Vietnam

Author:

L. Tin,,N.H. Dang,,Y.T. Garcia,

Publisher

Can Tho University

Subject

General Medicine

Reference12 articles.

1. Abdalla, S.Z.S., (2012). "Modelling Stock Returns Volatility: Empirical Evidence from Saudi Stock Exchange". International Research Journal of Finance and Economics ISSN 1450-2887 Issue 85 (2012).

2. Abidin, S., Zhang, C., (2011). "Price and Volatility Spillover Effects in Selected Asia Pacific Stock Markets". International Review of Business Research Papers Vol. 7. No. 5. September 2011. Pp. 83-97.

3. Asteriou, D., Hall, S. G., 2011. Applied Econometrics, Palgrave Macmillan.

4. "Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?";Booth;Management Science,1997

5. Frimpong, J.M., Oteng-Abayie, E.F., (2006). "Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange". MPRA Paper No. 593, posted 07. November 2007 / 01:08. Online at http://mpra.ub.uni-muenchen.de/593/

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