Common trends in global volatility
A.E. Clements, A.S. Hurn, V.V. Volkov
| Year of publication: |
October 2016
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|---|---|
| Authors: | Clements, Adam ; Hurn, Stan ; Volkov, V. V. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 67.2016, p. 194-214
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| Subject: | Volatility | News arrival | Fractional cointegration | Volatilität | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Welt | World | Schätzung | Estimation | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2016.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011711615