Please use this identifier to cite or link to this item:
https://doi.org/10.1002/9781118272039.ch5
| Title: | Mean, Volatility, and Skewness Spillovers in Equity Markets | Authors: | Hashmi, A.R. Tay, A.S. |
Keywords: | Data and summary statistics Mean, volatility, skewness spillovers in equity markets Spillover effects in variance and skewness |
Issue Date: | 27-Mar-2012 | Citation: | Hashmi, A.R.,Tay, A.S. (2012-03-27). Mean, Volatility, and Skewness Spillovers in Equity Markets. Handbook of Volatility Models and Their Applications : 127-145. ScholarBank@NUS Repository. https://doi.org/10.1002/9781118272039.ch5 | Source Title: | Handbook of Volatility Models and Their Applications | URI: | http://scholarbank.nus.edu.sg/handle/10635/124335 | ISBN: | 9780470872512 | DOI: | 10.1002/9781118272039.ch5 |
| Appears in Collections: | Staff Publications |
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