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Search: subject:"conditional volatility persistence"
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conditional volatility persistence
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Su, Fei
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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1
A new channel for global volatility propagation
Chen, Shuning
;
Wang, Jian-xin
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 481-502
Persistent link: https://www.econbiz.de/10014547893
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2
Conditional
volatility
persistence
and volatility spillovers in the foreign exchange market
Su, Fei
- In:
Research in international business and finance
55
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013264608
Saved in:
3
Conditional
volatility
persistence
and realized volatility asymmetry : evidence from the Chinese stock markets
Su, Fei
;
Wang, Lei
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
14
,
pp. 3252-3269
Persistent link: https://www.econbiz.de/10012312730
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