A test for volatility spillover with application to exchange rates

Yongmiao Hong

Year of publication:	2001
Authors:	Hong, Yongmiao
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 103.2001, 1/2, p. 183-224
Subject:	Kausalanalyse \| Causality analysis \| ARCH-Modell \| ARCH model \| Volatilität \| Volatility \| Theorie \| Theory \| Korrelation \| Correlation \| Wechselkurs \| Exchange rate \| Deutsche Mark \| Yen \| US-Dollar \| US dollar \| Welt \| World

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10001585360

A service of the