dc.contributor.author | Harris, Richard D. F. | en_GB |
dc.contributor.department | University of Exeter | en_GB |
dc.date.accessioned | 2008-04-02T16:10:02Z | en_GB |
dc.date.accessioned | 2011-01-25T10:28:33Z | en_GB |
dc.date.accessioned | 2013-03-20T11:11:26Z | |
dc.date.issued | 2005-08 | en_GB |
dc.identifier.uri | http://hdl.handle.net/10036/22100 | en_GB |
dc.language.iso | en | en_GB |
dc.publisher | University of Exeter, Xfi Centre for Finance and Investment | en_GB |
dc.relation.ispartofseries | Working paper | en_GB |
dc.relation.ispartofseries | 06/09 | en_GB |
dc.subject | Return and volatility spillovers | en_GB |
dc.subject | FTSE indices | en_GB |
dc.subject | Multivariate GARCH | en_GB |
dc.title | Return and Volatility Spillovers Between Large and Small Stocks in the UK | en_GB |
dc.type | Working Paper | en_GB |
dc.date.available | 2008-04-02T16:10:02Z | en_GB |
dc.date.available | 2011-01-25T10:28:33Z | en_GB |
dc.date.available | 2013-03-20T11:11:26Z | |
dc.identifier.issn | 1743-548X | en_GB |