Journal article 896 views
European equity market integration and joint relationship of conditional volatility and correlations
Nader Virk 
,
Farrukh Javed
,
Farrukh Javed
Journal of International Money and Finance, Volume: 71, Pages: 53 - 77
Swansea University Author:
Nader Virk
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/j.jimonfin.2016.10.007
Abstract
European equity market integration and joint relationship of conditional volatility and correlations
| Published in: | Journal of International Money and Finance |
|---|---|
| ISSN: | 0261-5606 |
| Published: |
Elsevier BV
2017
|
| Online Access: |
Check full text
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa58093 |
| Item Description: |
Author accepted mansucript available at https://pearl.plymouth.ac.uk/handle/10026.1/6751 |
|---|---|
| Keywords: |
Correlation; DCC-MIDAS; GARCH; Volatility |
| College: |
Faculty of Humanities and Social Sciences |
| Start Page: |
53 |
| End Page: |
77 |