Mean, Volatility, and Skewness Spillovers in Equity Markets

Mean, Volatility, and Skewness Spillovers in Equity Markets

10.1002/9781118272039.ch5

Saved in:
Bibliographic Details
Main Authors: Hashmi, A.R., Tay, A.S.
Other Authors: ECONOMICS
Format: Others
Published: 2016
Subjects:
Data and summary statistics
Mean, volatility, skewness spillovers in equity markets
Spillover effects in variance and skewness
Online Access:http://scholarbank.nus.edu.sg/handle/10635/124335
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Description
Summary:10.1002/9781118272039.ch5

Similar Items