Modelling the time-varying correlations between national stock market returns

著者

• Ragunathan, Vanitha
• Mitchell, Heather
• Royal Melbourne Institute of Technology (Australia). Department of Economics and Finance Faculty of Business

書誌事項

Modelling the time-varying correlations between national stock market returns

Vanitha Ragunathan and Heather Mitchell

（Working paper series in economics and finance, 97-7）

Department of Economics and Finance, Faculty of Business, RMIT, [1997]

注記

"Working Paper 97-7, December 1997"

"Centre in finance"--Cover

Includes bibriographical references (p. 12-13)

• NII書誌ID(NCID): BA3661267X
• 出版国コード: at
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Melbourne
• ページ数/冊数: 24 p.
• 大きさ: 30 cm
• 親書誌ID:
  • BA30318636