default author photo

Giorgio Busetti

Quantitative Methods, Monte Paschi Alternative Investment

via San Vittore 37

20123 Milan

Italy

SCHOLARLY PAPERS

1

DOWNLOADS

387

TOTAL CITATIONS
Rank 20,958

SSRN RANKINGS

Top 20,958

in Total Papers Citations

70

Scholarly Papers (1)

1.

Star-Garch Models for Stock Market Interactions in the Pacific Basin Region, Japan and Us

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)
Downloads 387 (190,168)
Citation 70

Abstract:

Loading...

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