MULTIVARIATE GARCH MODEL OF TRANSMISSION OF VOLATILITY: A STUDY OF BRIC STOCK MARKETS
Joshi Prashant
Uka Tarsadia University, Bardoli, India
Published Online : 2014-08-30
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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
International Journal of Marketing & Financial Management