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A Multivariate Investigation of the Volatilities and Co-Volatilities of Equity Markets Between Australia and Three Major Asian Pacific Equity Markets
Language: en
Pages: 17

A Multivariate Investigation of the Volatilities and Co-Volatilities of Equity Markets Between Australia and Three Major Asian Pacific Equity Markets

Authors: Bruce Q. Budd
Categories:
Type: BOOK - Published: 2014 - Publisher:

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This preliminary study employs VECH-Multivariate Generalized Conditional Heteroskedasticity (MGARCH) model to test the cluster volatility of asset returns trans
An Examination of the Variation in Equity Market Returns and Volatility in the Asia Pacific Region
Language: en
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An Examination of the Variation in Equity Market Returns and Volatility in the Asia Pacific Region

Authors: Richard Heaney
Categories: Mathematical models
Type: BOOK - Published: 1997 - Publisher:

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Price Interdependence Among Equity Markets in the Asia-Pacific Region
Language: en
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Price Interdependence Among Equity Markets in the Asia-Pacific Region

Authors: Eduardo Roca
Categories: Social Science
Type: BOOK - Published: 2020-11-26 - Publisher: Routledge

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This title was first published in 2000: An investigation of the issue of financial markets interdependence or integration through the application of recently de
Price Interdependence Among Equity Markets in the Asia-Pacific Region
Language: en
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Price Interdependence Among Equity Markets in the Asia-Pacific Region

Authors: Eduardo Roca
Categories: Business & Economics
Type: BOOK - Published: 2020-11-25 - Publisher: Routledge

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This title was first published in 2000: An investigation of the issue of financial markets interdependence or integration through the application of recently de
Asia-Pacific Stock Market Connectedness: A Network Approach(APEC Study Series 19-01)
Language: en
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Asia-Pacific Stock Market Connectedness: A Network Approach(APEC Study Series 19-01)

Authors: Young Joon Park
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Type: BOOK - Published: 2019-11 - Publisher:

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