Structural simultaneous volatility systems : volatility transmission and spillover effects
Year of publication: |
1997
|
---|---|
Authors: | Gannon, Gerard L. |
Publisher: |
Parkville |
Subject: | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Zeitreihenanalyse | Time series analysis | Währungsderivat | Currency derivative | Index-Futures | Index futures | Theorie | Theory | Schätzung | Estimation | USA | United States | Australien | Australia | Hongkong | Hong Kong |
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