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 :
Volatility , Comovements , Spillover effect , Markov switching , Multiple chains
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2008
Journal title :
Computational Statistics and Data Analysis
Record number :
145728
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145728
بازگشت