%0 Journal Article %1 Cifarelli2005 %A Cifarelli, Giulio %A Paladino, Giovanna %D 2005 %J Journal of International Money and Finance %K GARCH Multivariate %N 3 %P 413--439 %T Volatility linkages across three major equity markets: A financial arbitrage approach %U http://www.sciencedirect.com/science/article/B6V9S-4FN2N5X-2/1/3e40c060cfc676720839791e7d233281 %V 24

@article{Cifarelli2005, added-at = {2008-04-23T22:05:04.000+0200}, author = {Cifarelli, Giulio and Paladino, Giovanna}, biburl = {https://www.bibsonomy.org/bibtex/234b4572f78669efad6c0887a2cd93dd6/smicha}, interhash = {3169f6c6224eea1310ccb485e4e20246}, intrahash = {34b4572f78669efad6c0887a2cd93dd6}, journal = {Journal of International Money and Finance}, keywords = {GARCH Multivariate}, month = Apr, number = 3, pages = {413--439}, timestamp = {2008-04-23T22:10:46.000+0200}, title = {Volatility linkages across three major equity markets: A financial arbitrage approach}, url = {http://www.sciencedirect.com/science/article/B6V9S-4FN2N5X-2/1/3e40c060cfc676720839791e7d233281}, volume = 24, year = 2005 }