The implications of non-synchronous trading in G-7 financial markets
Dimitrios Dimitriou, Dimitris Kenourgios, Theodore Simos, Alexandros Tsioutsios
| Year of publication: |
2025
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|---|---|
| Authors: | Dimitriou, Dimitrios ; Kenourgios, Dimitris ; Simos, Theodore ; Tsioutsios, Alexandros |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 30.2025, 1, p. 689-709
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| Subject: | dynamic conditional correlation | local gaussian correlation | realised kernels | synchronisation effect | volatility spillover | wavelet coherence analysis | Volatilität | Volatility | Korrelation | Correlation | Finanzmarkt | Financial market | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Zustandsraummodell | State space model | G7-Staaten | G7 countries | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2936 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015337909