Modeling international stock market contagion using multivariate fractionally integrated APARCH approach
Crossref DOI link: https://doi.org/10.1080/23322039.2014.963632
Published Online: 2014-11-11
Published Print: 2014-12-31
Update policy: https://doi.org/10.1080/tandf_crossmark_01
Mighri, Zouheir
Mansouri, Faysal
Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.
Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=oaef20
Publication History
Received: 2013-11-05
Accepted: 2014-08-18
Published: 2014-11-11