The role of volatility regimes on volatility transmission patterns
| Year of publication: |
2014
|
|---|---|
| Authors: | Nomikos, Nikos ; Salvador, Enrique |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 14.2014, 1, p. 1-13
|
| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010751505