Volatility transmission in global financial markets
A.E. Clements, A.S. Hurn, V.V. Volkov (Queensland University of Technology, Brisbane, Australia)
| Year of publication: |
June 2015
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|---|---|
| Authors: | Clements, Adam ; Hurn, Stan ; Volkov, V. V. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 32.2015, p. 3-18
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| Subject: | GARCH | Realised volatility | Asymmetry | Jumps | Volatility transmission | Volatilität | Volatility | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Finanzmarkt | Financial market | Welt | World | Kapitaleinkommen | Capital income | Schätzung | Estimation | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2014.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011556742