Model-free connectedness measures
David Gabauer, Ioannis Chatziantoniou, Alexis Stenfors
Year of publication: |
2023
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Authors: | Gabauer, David ; Chatziantoniou, Ioannis ; Stenfors, Alexis |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 54.2023, p. 1-10
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Subject: | Dynamic connectedness | Contemporaneous connectedness | Model-free | Unconditional connectedness |
Saved in:
Online Resource