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

Zhuo Qiao, Russell Leigh Smyth, Wing-Keung Wong

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)
Original languageEnglish
Pages (from-to)139 - 156
Number of pages18
JournalGlobal Finance Journal
Volume19
Issue number2
DOIs
Publication statusPublished - 2008

Cite this

@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",

}

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 journalArticleResearchpeer-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 -