Volatility transmission and herding contigion during the global financial crises
Mouna Boujelbène Abbes
| Year of publication: |
2013
|
|---|---|
| Authors: | Abbes, Mouna Boujelbène |
| Published in: |
International journal of managerial and financial accounting. - Olney, Bucks. : Inderscience Publ., ISSN 1753-6715, ZDB-ID 2458817-9. - Vol. 5.2013, 2, p. 138-161
|
| Subject: | financial crisis | spillover | herding | volatility | BEKK-GARCH | Kalman filter | Finanzkrise | Financial crisis | Volatilität | Volatility | Herdenverhalten | Herding | Spillover-Effekt | Spillover effect | Welt | World | ARCH-Modell | ARCH model | Zustandsraummodell | State space model |
| 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/10009746408