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  • Search: subject:"breakpoints analysis"
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ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Börsenkurs 1 Correlation 1 Estimation 1 Financial crisis 1 Finanzkrise 1 ICSS algorithm 1 Korrelation 1 Schätzung 1 Share price 1 Spillover effect 1 Spillover-Effekt 1 Stock market 1 Volatility 1 Volatilität 1 breakpoints analysis 1 conditional correlation 1 market crashes 1 multivariate GARCH 1 volatility spillover 1
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Kalai, Lamia 1
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Afro-Asian Journal of Finance and Accounting : AAJFA 1
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Do volatility spillover effects vary across stock market crashes? : an empirical analysis
Kalai, Lamia - In: Afro-Asian Journal of Finance and Accounting : AAJFA 15 (2025) 4, pp. 459-490
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