Journal of Asian Economics · 2012 · 80 citations · 23 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsInternational FinanceCapital MarketsFinancial CrisesFinancial RiskInternational Financial MarketsMarket RiskStock MarketsContagion ChannelsContagion In Financial MarketsCrisis Transmission MechanismsFinancial Crises TransmissionGlobal Financial CrisisInternational Financial CrisesNegative Interdependence
23
Generalized autoregressive conditional heteroskedasticity
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Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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