Spillover effects between Hong Kong and the U.S. stock markets: a bivariate GARCH model approach
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2001
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Bibliography: p. 33-35.
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Lai, K. T. (2001). Spillover effects between Hong Kong and the U.S. stock markets: a bivariate GARCH model approach (Master's thesis, University of Calgary, Calgary, Canada). Retrieved from https://prism.ucalgary.ca. doi:10.11575/PRISM/15011