Spillover effects between Hong Kong and the U.S. stock markets: a bivariate GARCH model approach

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2001_Lai.pdf (7.84 MB)

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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://ucalgary.scholaris.ca. doi:10.11575/PRISM/15011

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http://hdl.handle.net/1880/39227

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