International Journal of Marketing & Financial Management

International Journal of Marketing & Financial Management

Print ISSN : 2349 –2546

Online ISSN : 2348 –3954

Frequency : Monthly

Current Issue : Volume 2 , Issue 7
2014

MULTIVARIATE GARCH MODEL OF TRANSMISSION OF VOLATILITY: A STUDY OF BRIC STOCK MARKETS

Joshi Prashant

Uka Tarsadia University, Bardoli, India

DOI : Page No : 01-10

Published Online : 2014-08-30

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MULTIVARIATE GARCH MODEL OF TRANSMISSION OF VOLATILITY: A STUDY OF BRIC STOCK MARKETS