Price and volatility spillovers in Scandinavian stock markets

G.G. Booth, T. Martikainen, Y. Tse

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationVolatility, New Estimation Techniques for Pricing Derivatives
EditorsR. Jarrow
Publication statusPublished - 1997
MoE publication typeA3 Part of a book or another research book

Cite this

Booth, G. G., Martikainen, T., & Tse, Y. (1997). Price and volatility spillovers in Scandinavian stock markets. In R. Jarrow (Ed.), Volatility, New Estimation Techniques for Pricing Derivatives