Giorgio Busetti

Quantitative Methods, Monte Paschi Alternative Investment

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STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US

FEEM Working Paper No. 43.2003
Number of pages: 34 Posted: 26 Jun 2003
Giorgio Busetti and Matteo Manera
Quantitative Methods, Monte Paschi Alternative Investment and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
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Abstract:

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STAR-GARCH Models, Stock Market Integration, Pacific-Basin Capital Markets, Outliers