Correlations in price changes and volatility across international stock markets

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Bibliographic Information

Title
"Correlations in price changes and volatility across international stock markets"
Statement of Responsibility
Yasushi Hamao, Ronald W. Masulis, Victor Ng
Publisher
  • Graduate School of International Relations and Pacific Studies, University of California, San Diego
Publication Year
  • 1989
Book size
28 cm

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Notes

Includes bibliographical references (p. 23-25)

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Details 詳細情報について

  • CRID
    1130282270626531968
  • NII Book ID
    BA21475848
  • Text Lang
    en
  • Country Code
    us
  • Title Language Code
    en
  • Place of Publication
    • San Diego
  • Data Source
    • CiNii Books
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