Detecting contagion with correlation : volatility and timing matter
Mardi Dungey and Abdullah Yalama
| Year of publication: |
2012
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|---|---|
| Authors: | Dungey, Mardi H. ; Yalama, Abdullah |
| Published in: |
International journal of applied business and economic research. - New Delhi : Serials Publ., ISSN 0972-7302, ZDB-ID 2460416-1. - Vol. 10.2012, 1, p. 85-95
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| Subject: | Volatilität | Volatility | Theorie | Theory | Spillover-Effekt | Spillover effect | Zeitreihenanalyse | Time series analysis |
| 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/10009676058