Volatility links between US industries
Year of publication: |
2013
|
---|---|
Authors: | Ben Sita, Bernard |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 13/15, p. 1273-1286
|
Subject: | industry volatility | Granger-causality | volatility spillovers | volatility feedbacks | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model |
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