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European equity market integration and joint relationship of conditional volatility and correlations

Nader Virk Orcid Logo, Farrukh Javed

Journal of International Money and Finance, Volume: 71, Pages: 53 - 77

Swansea University Author: Nader Virk Orcid Logo

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Published in: Journal of International Money and Finance
ISSN: 0261-5606
Published: Elsevier BV 2017
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa58093
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Item Description: Author accepted mansucript available at https://pearl.plymouth.ac.uk/handle/10026.1/6751
Keywords: Correlation; DCC-MIDAS; GARCH; Volatility
College: School of Management
Start Page: 53
End Page: 77