Modelling regulatory change v's volume of trade effects in HSIF and HSI volatility: a note

Gerard Gannon and Siu Pang Au-Yeung

Working Papers from Deakin University, Department of Economics

Keywords: Regulatory change; Multivariate Volatility; Volume of Trade; Volume of Trade. (search for similar items in EconPapers)
JEL-codes: G14 (search for similar items in EconPapers)
Date: 2007-01-01
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http://dx.doi.org/10.1142/S0219091508001258

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Persistent link: https://EconPapers.repec.org/RePEc:dkn:econwp:aef_2007_06

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