|
|||||
|
|
Non-linearity,persistence and spillover effects in stock returns: the role of the volatility index |
|
| Authors: | Po-Chin Wu Sheng-Chieh Pan Xue-Ling Tai |
| Affiliation: | 1. Department of International Business, Chung Yuan Christian University, No. 200, Chung Pei Rd., Chung Li, 320, Taiwan, ROC 2. Department of Tourism and Leisure Management, China University of Technology, 530, Sec. 3, Jhongshan Rd., Hukou Township, Hsinchu County, Taiwan, ROC |
| Abstract: | |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |