Mean, Volatility, and Skewness Spillovers in Equity Markets
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Institutional Knowledge at Singapore Management University
2012
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/1362 https://doi.org/10.1002/9781118272039.ch5 |
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sg-smu-ink.soe_research-23612017-01-26T08:09:38Z Mean, Volatility, and Skewness Spillovers in Equity Markets Hashmi, Aamir R. TAY, Anthony S. 2012-03-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/1362 info:doi/10.1002/9781118272039.ch5 https://doi.org/10.1002/9781118272039.ch5 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University mean volatility skewness spillovers in equity markets data and summary statistics spillover effects in variance and skewness Econometrics Finance |
| institution |
Singapore Management University |
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SMU Libraries |
| continent |
Asia |
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Singapore Singapore |
| content_provider |
SMU Libraries |
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InK@SMU |
| language |
English |
| topic |
mean volatility skewness spillovers in equity markets data and summary statistics spillover effects in variance and skewness Econometrics Finance |
| spellingShingle |
mean volatility skewness spillovers in equity markets data and summary statistics spillover effects in variance and skewness Econometrics Finance Hashmi, Aamir R. TAY, Anthony S. Mean, Volatility, and Skewness Spillovers in Equity Markets |
| format |
text |
| author |
Hashmi, Aamir R. TAY, Anthony S. |
| author_facet |
Hashmi, Aamir R. TAY, Anthony S. |
| author_sort |
Hashmi, Aamir 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 |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
2012 |
| url |
https://ink.library.smu.edu.sg/soe_research/1362 https://doi.org/10.1002/9781118272039.ch5 |
| _version_ |
1770571184371400704 |