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題名 | The Volatility Spillover from the Market to Disaggregated Industry Stocks: The Case for the US and UK= |
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作者 | Moore, Tomoe; |
期刊 | International Journal of Business and Economics |
出版日期 | 20110400 |
卷期 | 10:1 2011.04[民100.04] |
頁次 | 頁61-68 |
分類號 | 563.54 |
語文 | eng |
關鍵詞 | Volatility of stock returns; Market returns; Disaggregated industry stocks; GARCH; |