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Correlations in price changes and volatility across : international stock markets / Yasushi Hamao, Ronald W. Masulis, Victor Ng. (IR/PS research reports ; 89-01)

Correlations in price changes and volatility across : international stock markets / Yasushi Hamao, Ronald W. Masulis, Victor Ng. (IR/PS research reports ; 89-01)
Paper図書
University of California1989.<DF178-A43>
National Diet Library
  • Author HeadingHamao, Yasusi. [浜尾泰] Masulis, Ronald W. Ng, Victor.

Correlations in price changes and volatility across international stock markets

Correlations in price changes and volatility across international stock markets
Paper図書
Yasushi Hamao, Ronald W. Masulis, Victor NgGraduate School of International Relations and Pacific Studies, University of California, San Diego1989
Other Libraries in Japan

Asset pricing with a factor arch covariance structure : empirical estimates for treasury bills

Asset pricing with a factor arch covariance structure : empirical estimates for treasury bills
Paper図書
Robert F. Engle, Victor Ng, Michael RothschildNational Bureau of Economic Research1988
Other Libraries in Japan

Asset pricing with time varying volatility : theory and empirical studies

Asset pricing with time varying volatility : theory and empirical studies
Microform図書
Ng, Victor Kwok-CheungUMI1989
Other Libraries in Japan

Cointegration of international stock market indices

Cointegration of international stock market indices
Paper図書
prepared by Ray Y. Chou, Victor K. Ng, and Lynn K. Pi ; authorized for distribution by David Foolkerts-LandauInternational Monetary Fundc1994
Other Libraries in Japan

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