Dynamic volatility spillover and market emergency : matching and forecasting
Wei Zhou, Yan Chen, Jin Chen
| Year of publication: |
2024
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| Authors: | Zhou, Wei ; Chen, Yan ; Chen, Jin |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 71.2024, Art.-No. 102110, p. 1-14
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| Subject: | DVSI method | Dynamic volatility spillover | Energy markets | Market emergency | MEM model | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Energiemarkt | Energy market | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102110 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014492092