Volatility contagion : a range-based volatility approach
Min-Hsien Chiang; Li-Min Wang
| Year of publication: |
2011
|
|---|---|
| Authors: | Chiang, Min-Hsien ; Wang, Li-min |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 165.2011, 2, p. 175-189
|
| Subject: | Volatilität | Volatility | Ansteckungseffekt | Contagion effect | Theorie | Theory | Finanzkrise | Financial crisis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009409692