Investigating volatility transmission across international equity markets using multivariate fractional models
| Year of publication: |
2020
|
|---|---|
| Authors: | Saâdaoui, Foued ; Ghadhab, Imen |
| Published in: |
International Transactions in Operational Research. - Wiley, ISSN 1475-3995, ZDB-ID 2019815-2. - 2020 (27.10.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/itor.12894 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012409404