Volatility transmission across markets : a multichain Markov switching model
Giampiero M. Gallo and Edoardo Otranto
| Year of publication: |
2007
|
|---|---|
| Authors: | Gallo, Giampiero M. ; Otranto, Edoardo |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 7/9, p. 659-670
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| Subject: | Volatilität | Volatility | Marktintegration | Market integration | Ankündigungseffekt | Announcement effect | Markov-Kette | Markov chain | Südkorea | South Korea | Malaysia | Philippinen | Philippines | Singapur | Singapore | Hongkong | Hong Kong | 1994-2004 |
| 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/10003491212