Simultaneous Volatility Transmission and Spillover Effects
Year of publication: |
2010
|
---|---|
Authors: | Gannon, Gerard L. |
Published in: |
Review of Pacific Basin Financial Markets and Policies (RPBFMP). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6705. - Vol. 13.2010, 01, p. 127-156
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Volatility | simultaneous models | transmissions | spillovers |
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