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August 28, 2015

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Subject/Keyword: asymmetric GARCH models

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1. Title: Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia
  Author/Editor: Chan-Lau, Jorge A. ; Ivaschenko, Iryna V.
  Series: Working Paper No. 02/154
  Published: September 01, 2002
  Subject(s): Prices | United States | Hong Kong SAR | Japan | Malaysia | Singapore | Stock markets | Economic models | Hong Kong Special Administrative Region of China
  Author's Keyword(s): Price spillovers | volatility spillovers | asymmetric GARCH models | stock markets | United States | Asia

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