Volatility spillover across energy indices of the stock markets
Year of publication: |
2015
|
---|---|
Authors: | Acatrinei, Marius |
Published in: |
Romanian Statistical Review. - Institutul National de Statistica şi Studii Economice (INSSE). - Vol. 63.2015, 2, p. 5-13
|
Publisher: |
Institutul National de Statistica şi Studii Economice (INSSE) |
Subject: | energy market | Markov Switching | stock market indices |
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