Estimating and predicting multivariate volatility thresholds in global stock markets
| Year of publication: |
2006
|
|---|---|
| Authors: | Audrino, Francesco ; Trojani, Fabio |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 21.2006, 3, p. 345-370
|