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Applied Economics Letters Volume 14, 2007 - Issue 2
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Original Articles

Using multivariate stochastic volatility models to investigate the interactions among NASDAQ and major Asian stock indices

Shieh-Liang Chen Department of Business Administration, National Changhua University of Education, Changhua, Taiwan
,
Shian-Chang Huang Department of Business Administration, National Changhua University of Education, Changhua, TaiwanCorrespondence[email protected]
&
Yi-Mien Lin Graduate Institute of Accounting, National Chung Hsing University, Taichung, Taiwan
Pages 127-133 | Published online: 20 Feb 2007

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