GARCH and Cointegration in European Stock Markets

Corhay, Albert; Tourani Rad, Alireza; Urbain, Jean-Pierre

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GARCH and Cointegration in European Stock Markets

Corhay, Albert; Tourani Rad, Alireza; Urbain, Jean-Pierre

1992 • In Fatemi, Koshrow (Ed.) International Trade and Finance Association

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Disciplines :

Finance

Author, co-author :

Corhay, Albert ; Université de Liège - ULiège > Services administratifs généraux > Premier Vice-Recteur

Tourani Rad, Alireza

Urbain, Jean-Pierre

Language :

English

Title :

GARCH and Cointegration in European Stock Markets

Publication date :

1992

Event name :

International Trade and Finance Association

Event organizer :

Khosrow Fatemi

Event place :

New Orleans, United States

Event date :

Janvier

Audience :

International

Main work title :

International Trade and Finance Association

Editor :

Fatemi, Koshrow

Publisher :

LSU Press, Laredo, United States

Pages :

37-51

Available on ORBi :

since 06 September 2011

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