Conditional Autoregressive Range (CARR) based volatility spillover index for the Eurozone markets
Selcuk Bayraci and Sercan Demiralay
| Year of publication: |
2014
|
|---|---|
| Authors: | Bayraci, Selcuk ; Demiralay, Sercan |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 13.2014, 6, p. 595-603
|
| Subject: | CARR | financial crisis | volatility spillover index | Eurozone | Volatilität | Volatility | Euro area | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | EU-Staaten | EU countries | Aktienindex | Stock index |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010519718