Please use this identifier to cite or link to this item: http://hdl.handle.net/1880/39227
Title: Spillover effects between Hong Kong and the U.S. stock markets: a bivariate GARCH model approach
Authors: Lai, Kam Tim
Issue Date: 2001
Description: Bibliography: p. 33-35.
URI: http://hdl.handle.net/1880/39227
ISBN: 0612721140
Appears in Collections:University of Calgary Theses

Files in This Item:
File Description SizeFormat 
2001_Lai.pdf8.03 MBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.