Hourly volatility spillovers between international equity markets
Year of publication: |
1992
|
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Authors: | Susmel, Raul ; Engle, Robert F. |
Publisher: |
San Diego |
Subject: | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Großbritannien | United Kingdom | Arbeitszeit | Working time | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Deutschland | Germany |
Extent: | 36 S |
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Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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