Return and volatility spillovers in industrial metals
Brian M Lucey
| Year of publication: |
2014
|
|---|---|
| Authors: | Lucey, Brian M. |
| Publisher: |
Dublin : IIIS |
| Subject: | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Metallindustrie | Metal industry | ARCH-Modell | ARCH model | Metallmarkt | Metal market |
| Extent: | Online-Ressource (12 S.) graph. Darst. |
|---|---|
| Series: | IIIS discussion paper series. - Dublin, ZDB-ID 2468033-3. - Vol. 463 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010441322