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subject:"Schätzung"
subject:"Zeitreihenanalyse"
~isPartOf:"Global business review"
~person:"Bandyopadhyay, Gautam"
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Bandyopadhyay, Gautam
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A wavelet-based MRA-EDCC-GARCH methodology for the detection of news and volatility spillover across sectoral indices : evidence from the Indian financial market
Chakrabarty, Anindya
;
De, Anupam
;
Bandyopadhyay, Gautam
- In:
Global business review
16
(
2015
)
1
,
pp. 35-49
Persistent link: https://www.econbiz.de/10011309952
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