Asymmetric variance and spillover effects: Regime shifts in the Spanish stock market
| Year of publication: |
2008
|
|---|---|
| Authors: | Marcelo, Miralles ; Luis, Jose ; Quiros, Jose Luis Miralles ; Quiros, Maria del Mar Miralles |
| Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 18.2008, 1, p. 1-15
|
| Publisher: |
Elsevier |