Volatility transmission across markets: a Multichain Markov Switching model
| Year of publication: |
2007
|
|---|---|
| Authors: | Gallo, Giampiero M. ; Otranto, Edoardo |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 17.2007, 8, p. 659-670
|