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~person:"Golosnoy, Vasyl"
~person:"Hartkopf, Jan Patrick"
~person:"Krüger, Fabian"
~subject:"Börsenkurs"
~subject:"Share price"
~type_genre:"Article in journal"
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Golosnoy, Vasyl
Hartkopf, Jan Patrick
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Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
2
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
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