Show simple item record

dc.contributor.authorHarris, Richard D. F.en_GB
dc.contributor.departmentUniversity of Exeteren_GB
dc.date.accessioned2008-04-02T16:10:02Zen_GB
dc.date.accessioned2011-01-25T10:28:33Zen_GB
dc.date.accessioned2013-03-20T11:11:26Z
dc.date.issued2005-08en_GB
dc.identifier.urihttp://hdl.handle.net/10036/22100en_GB
dc.language.isoenen_GB
dc.publisherUniversity of Exeter, Xfi Centre for Finance and Investmenten_GB
dc.relation.ispartofseriesWorking paperen_GB
dc.relation.ispartofseries06/09en_GB
dc.subjectReturn and volatility spilloversen_GB
dc.subjectFTSE indicesen_GB
dc.subjectMultivariate GARCHen_GB
dc.titleReturn and Volatility Spillovers Between Large and Small Stocks in the UKen_GB
dc.typeWorking Paperen_GB
dc.date.available2008-04-02T16:10:02Zen_GB
dc.date.available2011-01-25T10:28:33Zen_GB
dc.date.available2013-03-20T11:11:26Z
dc.identifier.issn1743-548Xen_GB


Files in this item

This item appears in the following Collection(s)

Show simple item record