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Search: subject:"volatility and covolatility spillovers"
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definitions of spillovers
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volatility and covolatility spillovers
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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
Saved in:
2
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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