| Original language | English |
|---|---|
| Pages (from-to) | 139 - 156 |
| Number of pages | 18 |
| Journal | Global Finance Journal |
| Volume | 19 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2008 |
Cite this
Qiao, Z., Smyth, R. L., & Wong, W-K. (2008). Volatility switching and regime interdependence between information technology stocks 1995-2005. Global Finance Journal, 19(2), 139 - 156. https://doi.org/10.1016/j.gfj.2008.01.003
@article{f89ee0981c374762bdf35b9e4460a224,
title = "Volatility switching and regime interdependence between information technology stocks 1995-2005",
author = "Zhuo Qiao and Smyth, {Russell Leigh} and Wing-Keung Wong",
year = "2008",
doi = "10.1016/j.gfj.2008.01.003",
language = "English",
volume = "19",
pages = "139 -- 156",
journal = "Global Finance Journal",
issn = "1044-0283",
publisher = "Elsevier",
number = "2",
}
Qiao, Z, Smyth, RL & Wong, W-K 2008, 'Volatility switching and regime interdependence between information technology stocks 1995-2005', Global Finance Journal, vol. 19, no. 2, pp. 139 - 156. https://doi.org/10.1016/j.gfj.2008.01.003
Volatility switching and regime interdependence between information technology stocks 1995-2005. / Qiao, Zhuo; Smyth, Russell Leigh; Wong, Wing-Keung.
In: Global Finance Journal, Vol. 19, No. 2, 2008, p. 139 - 156.Research output: Contribution to journal › Article › Research › peer-review
TY - JOUR
T1 - Volatility switching and regime interdependence between information technology stocks 1995-2005
AU - Qiao, Zhuo
AU - Smyth, Russell Leigh
AU - Wong, Wing-Keung
PY - 2008
Y1 - 2008
UR - http://dx.doi.org/10.1016/j.gfj.2008.01.003
U2 - 10.1016/j.gfj.2008.01.003
DO - 10.1016/j.gfj.2008.01.003
M3 - Article
VL - 19
SP - 139
EP - 156
JO - Global Finance Journal
JF - Global Finance Journal
SN - 1044-0283
IS - 2
ER -
Qiao Z, Smyth RL, Wong W-K. Volatility switching and regime interdependence between information technology stocks 1995-2005. Global Finance Journal. 2008;19(2):139 - 156. https://doi.org/10.1016/j.gfj.2008.01.003