A test for volatility spillovers
Year of publication: |
2002
|
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Authors: | Sola, Martin ; Spagnolo, Fabio ; Spagnolo, Nicola |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 76.2002, 1, p. 77-84
|
Subject: | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Markov-Kette | Markov chain | ARCH-Modell | ARCH model | Thailand | Südkorea | South Korea | Brasilien | Brazil | Finanzkrise | Financial crisis | 1980-2001 |
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