Len Gill

University of Manchester - School of Social Sciences

Lecturer in Econometrics

Oxford Road

Manchester, M13 9PL

United Kingdom

http://les1.man.ac.uk/ses/staffpages/gill.htm

SCHOLARLY PAPERS

2

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29

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Scholarly Papers (2)

1.

Book Reviews

Number of pages: 15 Posted: 10 Jul 2003
University of North Carolina at Wilmington, University of Manchester - School of Social Sciences, Manchester Metropolitan University - Department of Economics, University of Calgary - Haskayne School of Business and University of Manchester - School of Social Sciences
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2.

Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the Us

Journal of Financial Econometrics, Vol. 6, Issue 3, pp. 307-325, 2008
Posted: 17 Jun 2008
University of Manchester - School of Social Sciences, University of Manchester - School of Social Sciences and University of Manchester - School of Social Sciences

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G10, G12, G22, Day-of-the-week-effect, dynamic conditional correlations, periodic models, volatility