Browsing by Subject Markov switching, GARCH, Volatility, Financial crises.
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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2002 | A test for volatility spillovers | Sola, M; Spagnolo, F; Spagnolo, N |
Issue Date | Title | Author(s) |
---|---|---|
2002 | A test for volatility spillovers | Sola, M; Spagnolo, F; Spagnolo, N |