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The international financial crisis in the context of domestic and international stock market volatility spillovers empirical research

Author: XiongJiaCai
Tutor: LiuLunWu
School: Jiangxi University of Finance
Course: National Economics
Keywords: Stock market Volatility spillover effects The international financial crisis Multivariate GARCH model Empirical research
CLC: F831.51;F224
Type: Master's thesis
Year: 2011
Downloads: 158
Quote: 0
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Abstract


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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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