Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference54 articles.
1. Amin K. Ng V. K. , 1993, “ARCH Process and Option Valuation,” working paper, University of Michigan.
2. Ang A. Bekaert G. , 1998, “International Asset Allocation with Time-Varying Correlations,” Working Paper, Stanford University.
3. Theoretical Relations between Risk Premiums and Conditional Variances
4. Baba Y. Engle R. Kraft D. Kroner K. F. , 1989, “Multivariate Simultaneous Generalized ARCH,” Discussion Paper 89–57, University of California, San Diego.
5. Good news, bad news and international spillovers of stock return volatility between Japan and the U.S.
Cited by
1057 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