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  • Search: subject:"volatility and covolatility spillovers"
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Year of publication
Subject
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BEKK 2 DCC 2 agricultural markets 2 definitions of spillovers 2 univariate and multivariate conditional volatility models 2 volatility and covolatility spillovers 2 Agrarmarkt 1 Agricultural market 1 Energiemarkt 1 Energy market 1 Energy markets 1 Multivariate Analyse 1 Multivariate analysis 1 Spillover effect 1 Spillover-Effekt 1 Univariate Analyse 1 Univariate analysis 1 Volatility 1 Volatilität 1 energy markets 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Chang, Chia-Lin 2 Li, Yiying 2 McAleer, Michael 2
Published in...
All
Discussion paper / Tinbergen Institute 1 Tinbergen Institute Discussion Paper 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
Chang, Chia-Lin; Li, Yiying; McAleer, Michael - 2015
. Three new definitions of volatility and covolatility spillovers are given, and the different models used in empirical …
Persistent link: https://www.econbiz.de/10011403535
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Cover Image
Volatility spillovers between energy and agricultural markets : a critical appraisal of theory and practice
Chang, Chia-Lin; Li, Yiying; McAleer, Michael - 2015
. Three new definitions of volatility and covolatility spillovers are given, and the different models used in empirical …
Persistent link: https://www.econbiz.de/10011295732
Saved in:
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