Intra-Daily Volatility Spillovers between the US and German Stock Markets
Year of publication: |
2012
|
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Authors: | Golosnoy, Vasyl |
Other Persons: | Gribisch, Bastian (contributor) ; Liesenfeld, Roman (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Deutschland | Germany | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Börsenkurs | Share price | USA | United States | Aktienindex | Stock index |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 5, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2066738 [DOI] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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