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Common Volatility in International Equity Markets
Home
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Common Volatility in International Equity Markets
Common Volatility in International Equity Markets
RE
Robert F. Engle
Robert F. Engle
RS
Raul Susmel
Raul Susmel
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1 April 1993
journal article
Published by
JSTOR
in
Journal of Business & Economic Statistics
Vol. 11
(2)
,
167
https://doi.org/10.2307/1391368
Abstract
No abstract available
Keywords
COMMON VOLATILITY
VOLATILITY IN INTERNATIONAL
INTERNATIONAL EQUITY MARKETS
Cited by 92 articles