Dynamic spillover and connectedness in higher moments of European stock sector markets
Ramzi Nekhili, Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
| Year of publication: |
2024
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|---|---|
| Authors: | Nekhili, Ramzi ; Mensi, Walid ; Vo Xuan Vinh ; Kang, Sang Hoon |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 68.2024, Art.-No. 102164, p. 1-23
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| Subject: | European sectors | Hedging | High frequency | High moments | Spillovers | Spillover-Effekt | Spillover effect | EU-Staaten | EU countries | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.102164 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014451818