Mean, Volatility, and Skewness Spillovers in Equity Markets

10.1002/9781118272039.ch5

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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
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-124335
record_format	dspace
spelling	sg-nus-scholar.10635-1243352016-06-07T19:03:34Z Mean, Volatility, and Skewness Spillovers in Equity Markets Hashmi, A.R. Tay, A.S. ECONOMICS Data and summary statistics Mean, volatility, skewness spillovers in equity markets Spillover effects in variance and skewness 10.1002/9781118272039.ch5 Handbook of Volatility Models and Their Applications 127-145 2016-06-01T10:14:02Z 2016-06-01T10:14:02Z 2012-03-27 Others Hashmi, A.R.,Tay, A.S. (2012-03-27). Mean, Volatility, and Skewness Spillovers in Equity Markets. Handbook of Volatility Models and Their Applications : 127-145. ScholarBank@NUS Repository. <a href="https://doi.org/10.1002/9781118272039.ch5" target="_blank">https://doi.org/10.1002/9781118272039.ch5</a> 9780470872512 http://scholarbank.nus.edu.sg/handle/10635/124335 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Data and summary statistics Mean, volatility, skewness spillovers in equity markets Spillover effects in variance and skewness
spellingShingle	Data and summary statistics Mean, volatility, skewness spillovers in equity markets Spillover effects in variance and skewness Hashmi, A.R. Tay, A.S. Mean, Volatility, and Skewness Spillovers in Equity Markets
description	10.1002/9781118272039.ch5
author2	ECONOMICS
author_facet	ECONOMICS Hashmi, A.R. Tay, A.S.
format	Others
author	Hashmi, A.R. Tay, A.S.
author_sort	Hashmi, A.R.
title	Mean, Volatility, and Skewness Spillovers in Equity Markets
title_short	Mean, Volatility, and Skewness Spillovers in Equity Markets
title_full	Mean, Volatility, and Skewness Spillovers in Equity Markets
title_fullStr	Mean, Volatility, and Skewness Spillovers in Equity Markets
title_full_unstemmed	Mean, Volatility, and Skewness Spillovers in Equity Markets
title_sort	mean, volatility, and skewness spillovers in equity markets
publishDate	2016
url	http://scholarbank.nus.edu.sg/handle/10635/124335
_version_	1681096023705911296

Mean, Volatility, and Skewness Spillovers in Equity Markets

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