Evaluation of volatility spillovers for asymmetric realized covariance
Daiki Maki
| Year of publication: |
2024
|
|---|---|
| Authors: | Maki, Daiki |
| Subject: | Asymmetric effect | Realized covariance | Realized semicovariance | Realized volatility | Volatility spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Korrelation | Correlation | ARCH-Modell | ARCH model | Varianzanalyse | Analysis of variance | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102177 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014581009