On the public citation graph
A Multivariate Investigation of the Volatilities and Co-Volatilities of Equity Markets between Australia and Three Major Asian Pacific Equity Markets.
0 signed · 31 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/ijfe.222openalex-extracted
Transmission of equity returns and volatility in Asian developed and emerging markets: a multivariate GARCH analysis
inferredcites →https://doi.org/10.1007/bf02744523openalex-extracted
Asymmetric volatility spillover in the Tokyo stock exchange
inferredcites →https://doi.org/10.1007/bf02752742openalex-extracted
Volatility transmission and financial crises
inferredcites →https://doi.org/10.1016/0304-4076(86)90063-1openalex-extracted
Generalized autoregressive conditional heteroskedasticity
inferredcites →https://doi.org/10.1016/j.ememar.2013.04.004openalex-extracted
Volatility transmission in regional Asian stock markets
inferredcites →https://doi.org/10.1016/j.jimonfin.2005.11.010openalex-extracted
Return and volatility linkages between the US and the German stock market
inferredcites →https://doi.org/10.1016/j.qref.2006.05.006openalex-extracted
Multivariate GARCH modeling of sector volatility transmission
inferredcites →https://doi.org/10.1016/s0264-9993(99)00035-8openalex-extracted
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia
inferredcites →https://doi.org/10.1017/s0266466600009063openalex-extracted
Multivariate Simultaneous Generalized ARCH
inferredcites →https://doi.org/10.1017/s026646660707020xopenalex-extracted
ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
inferredcites →https://doi.org/10.1080/09603100010001108openalex-extracted
Stock market integration: evidence on price integration and return convergence
inferredcites →https://doi.org/10.1080/09603100600675557openalex-extracted
International linkages of the Chinese stock exchanges: a multivariate GARCH analysis
inferredcites →https://doi.org/10.1086/261527openalex-extracted
A Capital Asset Pricing Model with Time-Varying Covariances
inferredcites →https://doi.org/10.1086/294632openalex-extracted
The Variation of Certain Speculative Prices
inferredcites →https://doi.org/10.1093/rfs/11.4.817openalex-extracted
Modeling Asymmetric Comovements of Asset Returns
inferredcites →https://doi.org/10.1111/j.1467-8454.2010.00397.xopenalex-extracted
FINANCIAL CRISES AND INTERNATIONAL STOCK MARKET VOLATILITY TRANSMISSION
inferredcites →https://doi.org/10.1111/j.1468-5957.1995.tb00685.xopenalex-extracted
RELATIONSHIP BETWEEN VOLATILITY AND EXPECTED RETURNS ACROSS INTERNATIONAL STOCK MARKETS
inferredcites →https://doi.org/10.1111/j.1540-6288.1997.tb00422.xopenalex-extracted
Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets
inferredcites →https://doi.org/10.2139/ssrn.302335openalex-extracted
Modeling the Conditional Covariance between Stock and Bond Returns: A Multivariate GARCH Approach
inferredcites →https://doi.org/10.2139/ssrn.411062openalex-extracted
Multivariate GARCH Models: A Survey
inferredcites →https://doi.org/10.2139/ssrn.956918openalex-extracted
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
inferredcites →https://doi.org/10.2307/1912773openalex-extracted
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
inferredcites →https://doi.org/10.2307/2330774openalex-extracted
International Transmission of Stock Market Movements
inferredcites →https://doi.org/10.3386/w13811openalex-extracted
Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets
inferredcites →https://doi.org/10.1080/01621459.1980.10477520openalex-snapshot
The Multivariate Portmanteau Statistic
inferredcites →https://doi.org/10.1093/jjfinec/nbh021openalex-snapshot
Modeling the Conditional Covariance Between Stock and Bond Returns: A Multivariate GARCH Approach
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.1108/jeas-04-2017-0020openalex-snapshot
An investigation of stock market volatility: evidence from Dubai financial market
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.