A variance spillover analysis without covariances : what do we miss?
Matthias R. Fengler, Katja I.M. Gisler
| Year of publication: |
March 2015
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|---|---|
| Authors: | Fengler, Matthias ; Gisler, Katja I. M. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 51.2015, p. 174-195
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| Subject: | Covariance spillovers | Lasso | Spillover index | Variance decomposition | Variance spillovers | Spillover-Effekt | Spillover effect | Varianzanalyse | Analysis of variance | Theorie | Theory | Korrelation | Correlation | Volatilität | Volatility | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2014.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475252