Modeling financial market volatility in transition markets : a multivariate case
Leoni Eleni Oikonomikou
| Year of publication: |
October 2018
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|---|---|
| Authors: | Oikonomikou, Leoni Eleni |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 45.2018, p. 307-322
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| Subject: | Multivariate EGARCH models | Spillover effects | Transition markets | Equity markets | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Volatilität | Volatility | Finanzmarkt | Financial market | Spillover-Effekt | Spillover effect | Multivariate Analyse | Multivariate analysis | Systemtransformation | Economic transition | Börsenkurs | Share price | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.07.163 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011983276