Cross-time-frequency analysis of volatility linkages in global currency markets : an extended framework
Hasan Fehmi Baklaci, Tezer Yelkenci
| Year of publication: |
2022
|
|---|---|
| Authors: | Baklaci, Hasan Fehmi ; Yelkenci, Tezer |
| Subject: | Exchange rates | Intraday data | Multivariate GARCH | Volatility spillover | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Devisenmarkt | Foreign exchange market | Spillover-Effekt | Spillover effect | Welt | World | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40822-022-00209-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013263368