Multiple Horizon Causality in Network Analysis : Measuring Volatility Interconnections in Financial Markets
Year of publication: |
2016
|
---|---|
Authors: | Dufour, Jean-Marie |
Other Persons: | Jian, Bixi (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Finanzmarkt | Financial market | Kausalanalyse | Causality analysis | Messung | Measurement | Theorie | Theory |
Extent: | 1 Online-Ressource (73 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 22, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2745341 [DOI] |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; c55 ; G15 - International Financial Markets ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
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