Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
Qiang Ji, Elie Bouri, David Roubaud
| Year of publication: |
2018
|
|---|---|
| Authors: | Ji, Qiang ; Bouri, Elie ; Roubaud, David |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 57.2018, p. 1-12
|
| Subject: | DCC-GARCH | Implied volatility index | Information flow | Integration | Minimal spanning tree | Volatilität | Volatility | USA | United States | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2018.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006300