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~accessRights:"restricted"
~person:"Garriott, Corey"
~person:"Kočenda, Evžen"
~person:"Slive, Joshua"
~subject:"ARCH model"
~subject:"Financial system regulation and policies"
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ARCH model
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Garriott, Corey
Kočenda, Evžen
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Journal of financial markets
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Prague economic papers : a bimonthly journal of economic theory and policy
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ECONIS (ZBW)
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Survey of volatility and spillovers on
financial
markets
Kočenda, Evžen
- In:
Prague economic papers : a bimonthly journal of …
27
(
2018
)
3
,
pp. 293-305
Persistent link: https://www.econbiz.de/10011895333
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2
Asymmetric connectedness on the U.S. stock market : bad and good volatility spillovers
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
- In:
Journal of financial markets
27
(
2016
),
pp. 55-78
Persistent link: https://www.econbiz.de/10011722220
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