Mean, Volatility, and Skewness Spillovers in Equity Markets

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Bibliographic Details
Main Authors: Hashmi, Aamir R., TAY, Anthony S.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2012
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/1362
https://doi.org/10.1002/9781118272039.ch5
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Institution: Singapore Management University
Language: English