Analysis of the volatility's dependency structure during the subprime crisis

Bruno P. Arruda and Pedro L. Valls Pereira

Year of publication:	2013
Authors:	Arruda, Bruno P. ; Pereira, Pedro L. Valls
Published in:	Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 34/36, p. 5031-5045
Subject:	financial crisis \| financial contagion \| volatility \| DCC \| Volatilität \| Volatility \| Finanzkrise \| Financial crisis \| ARCH-Modell \| ARCH model \| Subprime-Krise \| Subprime financial crisis \| Ansteckungseffekt \| Contagion effect

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/10010225760

A service of the