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Measuring financial asset return and volatility spillovers, with application to global equity markets / Francis X. Diebold, Kamil Yilmaz.
Lippincott Library HG136 .P4 no.01-07
Available
- Format:
- Book
- Author/Creator:
- Diebold, Francis X., 1959-
- Series:
- Rodney L. White Center for Financial Research (Series) ; 01-07.
- Rodney L. White Center for Financial Research ; 01-07
- Language:
- English
- Physical Description:
- 13 pages : illustrations ; 28 cm.
- Place of Publication:
- Philadelphia, PA : Rodney L. White Center for Financial Research, [2007]
- Notes:
- "This draft/print: January 2007."
- Includes bibliographical references.
- OCLC:
- 260072077
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