Survey of volatility and spillovers on financial markets
Year of publication: |
June 2018
|
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Authors: | Kočenda, Evžen |
Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 27.2018, 3, p. 293-305
|
Subject: | financial markets | volatility | volatility spillovers | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Finanzmarkt | Financial market | ARCH-Modell | ARCH model |
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