Volatility switching and regime interdependence between information technology stocks 1995-2005

Zhuo Qiao, Russell Leigh Smyth, Wing-Keung Wong

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@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",

}

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

SN - 1044-0283

VL - 19

SP - 139

EP - 156

JO - Global Finance Journal

JF - Global Finance Journal

IS - 2

ER -