• Title of article

    Volatility spillovers, interdependence and comovements: A Markov Switching approach

  • Author/Authors

    Giampiero M. Gallo، نويسنده , , Edoardo Otranto، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2008
  • Pages
    16
  • From page
    3011
  • To page
    3026
  • Keywords
    Markov switching , Multiple chains , Volatility , Spillover effect , Comovements
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2008
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    308406

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=308406