A practical multivariate approach to testing volatility spillover
Soon Heng Leong and Giovanni Urga
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Leong, Soon Heng ; Urga, Giovanni |
| Publisher: |
London : Centre for Econometric Analysis, Bayes Business School |
| Subject: | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model |
| Series: | CEA_372Bayes working paper series. - [London] : [Centre for Economic Analysis, CEA_372Bayes], ZDB-ID 3159204-1. - Vol. WP-CEA-2023, 05 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Volltext nicht verfügbar |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014371827