Volatility spillovers across stock index futures in Asian markets : evidence from range volatility estimators
Larisa Yarovaya, Janusz Brzeszczyński, Chi Keung Marco Lau
| Year of publication: |
May 2016
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| Authors: | Yarovaya, Larisa ; Brzeszczyński, Janusz ; Lau, Chi Keung |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 17.2016, p. 158-166
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| Subject: | Stock markets | Volatility spillovers | Range volatility estimators | Asian markets | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Asien | Asia | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Index-Futures | Index futures | Schätzung | Estimation | Aktienindex | Stock index | Börsenkurs | Share price |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596275