Open AccessA Multivariate GARCH Analysis on International Stock Market Integration: Korean Market Case
Author(s) -
Namhyoung Kim
Publication year - 2015
Publication title -
management science and financial engineering
Language(s) - English
Resource type - Journals
eISSN - 2287-2361
pISSN - 2287-2043
DOI - 10.7737/msfe.2015.21.1.031
Subject(s) - stock market , stock (firearms) , autoregressive conditional heteroskedasticity , financial economics , multivariate statistics , financial integration , business , financial market , economics , econometrics , finance , volatility (finance) , geography , statistics , mathematics , context (archaeology) , archaeology