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