Effect of jumps on causation patterns : an international investigation
Farrukh Javed
| Year of publication: |
2013
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|---|---|
| Authors: | Javed, Farrukh |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 3.2013, 3/4, p. 187-204
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| Subject: | causality | GARCH | jumps | spillover | volatility | Volatilität | Volatility | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Kausalanalyse | Causality analysis | Schätzung | Estimation | Börsenkurs | Share price | Theorie | Theory |
| 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/10010348509