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STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US

Giorgio Busetti, Monte Paschi, Milano, Italy
Matteo Manera, University of Milano-Bicocca

Suggested Citation

Giorgio Busetti and Matteo Manera. "STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US" International Finance and Monetary Policy. Ed. Severov G.P.. New York: Nova Science Publishers, 2006. 135-156.