Volatility links between US industries
Bernard, Ben Sita
| Year of publication: |
2013
|
|---|---|
| Authors: | Ben Sita, Bernard |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 13/15, p. 1273-1286
|
| Subject: | industry volatility | Granger-causality | volatility spillovers | volatility feedbacks | Volatilität | Volatility | Spillover-Effekt | Spillover effect | USA | United States | ARCH-Modell | ARCH model |
| 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/10010204736