Conditional Autoregressive Range (CARR) based volatility spillover index for the Eurozone markets
Year of publication: |
2014
|
---|---|
Authors: | Bayraci, Selcuk ; Demiralay, Sercan |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 13.2014, 6, p. 595-603
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Subject: | CARR | financial crisis | volatility spillover index | Eurozone | Volatilität | Volatility | Euro area | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | EU-Staaten | EU countries | Aktienindex | Stock index |
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