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Другие публикации лиц с тем же именем

Hourly volatility spillovers between international equity markets, и . Journal of International Money and Finance, 13 (1): 3--25 (февраля 1994)Volatility and cross correlation across major stock markets, и . Journal of Empirical Finance, 5 (4): 397--416 (октября 1998)Extreme observations and diversification in Latin American emerging equity markets. Journal of International Money and Finance, 20 (7): 971--986 (декабря 2001)Variances and covariances of international stock returns: the international capital asset pricing model revisited, и . Journal of International Financial Markets, Institutions and Money, 8 (1): 39--57 (января 1998)Regime-switching stochastic volatility and short-term interest rates, и . Journal of Empirical Finance, 11 (3): 309--329 (июня 2004)Autoregressive conditional heteroskedasticity and changes in regime, и . Journal of Econometrics, 64 (1-2): 307--333 (00 1994)