Mean, Volatility, and Skewness Spillovers in Equity Markets

Please use this identifier to cite or link to this item: https://doi.org/10.1002/9781118272039.ch5

DC Field	Value
dc.title	Mean, Volatility, and Skewness Spillovers in Equity Markets
dc.contributor.author	Hashmi, A.R.
dc.contributor.author	Tay, A.S.
dc.date.accessioned	2016-06-01T10:14:02Z
dc.date.available	2016-06-01T10:14:02Z
dc.date.issued	2012-03-27
dc.identifier.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. <a href="https://doi.org/10.1002/9781118272039.ch5" target="_blank">https://doi.org/10.1002/9781118272039.ch5</a>
dc.identifier.isbn	9780470872512
dc.identifier.uri	http://scholarbank.nus.edu.sg/handle/10635/124335
dc.description.uri	http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1002/9781118272039.ch5
dc.source	Scopus
dc.subject	Data and summary statistics
dc.subject	Mean, volatility, skewness spillovers in equity markets
dc.subject	Spillover effects in variance and skewness
dc.type	Others
dc.contributor.department	ECONOMICS
dc.description.doi	10.1002/9781118272039.ch5
dc.description.sourcetitle	Handbook of Volatility Models and Their Applications
dc.description.page	127-145
dc.identifier.isiut	NOT_IN_WOS
Appears in Collections:	Staff Publications

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