Reports on Economics and Finance

Vol. 2, 2016, no. 1, 61-68

Pung Yean Ping, Maizah Hura Ahmad, Norazlina Ismail
      Analysis of volatility spillover effects using trivariate GARCH model
      Reports on Economics and Finance, Vol. 2, 2016, no. 1, 61-68
      http://dx.doi.org/10.12988/ref.2016.612

Copyright © 2016 Pung Yean Ping, Maizah Hura Ahmad and Norazlina Ismail. This article is distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.