school
UM E-Theses Collection (澳門大學電子學位論文庫)
- Title
-
Transmission of equity returns and volatility in Asia-Pacific markets : a multivariate GARCH analysis
- Issue date
-
2009.
- Author
-
Zhou, Jin Shun
- Faculty
-
Faculty of Social Sciences and Humanities
- Department
-
Department of Economics
- Degree
-
M.Soc.Sc.
- Subject
-
Stocks -- Econometric models
Rate of return -- Econometric models
- Supervisor
-
Zheng, Ming Li
- Files In This Item
- Location
- 1/F Zone C
- Library URL
- 991003590169706306