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ECONIS (ZBW)
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1
A test for
volatility
spillovers
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
76
(
2002
)
1
,
pp. 77-84
Persistent link: https://www.econbiz.de/10001672147
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2
Return,
volatility
and shock spillovers of Bitcoin with energy and technology companies
Symitsi, Efthymia
;
Chalvatzis, Konstantinos J.
- In:
Economics letters
170
(
2018
),
pp. 127-130
Persistent link: https://www.econbiz.de/10012019682
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3
Return and
volatility
spillovers among cryptocurrencies
Koutmos, Dimitrios
- In:
Economics letters
173
(
2018
),
pp. 122-127
Persistent link: https://www.econbiz.de/10012022954
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4
Forecasting Bitcoin realized
volatility
by measuring the spillover effect among cryptocurrencies
Qiu, Yue
;
Wang, Yifan
;
Xie, Tian
- In:
Economics letters
208
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013207252
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5
Asset prices and output growth
volatility
: the effects of financial crises
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Economics letters
79
(
2003
)
1
,
pp. 69-74
Persistent link: https://www.econbiz.de/10001741273
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6
On measuring
volatility
of diffusion processes with high frequency data
Barucci, Emilio
;
Renò, Roberto
- In:
Economics letters
74
(
2002
)
3
,
pp. 371-378
Persistent link: https://www.econbiz.de/10001654097
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7
Comparative forecasting performance of symmetric and asymmetric conditional
volatility
models of an exchange rate
Balaban, Ercan
- In:
Economics letters
83
(
2004
)
1
,
pp. 99-105
Persistent link: https://www.econbiz.de/10001968237
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8
Asymmetric
volatility
impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
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9
News impact curve for stochastic
volatility
models
Takahashi, Makoto
;
Omori, Yasuhiro
;
Watanabe, Toshiaki
- In:
Economics letters
120
(
2013
)
1
,
pp. 130-134
Persistent link: https://www.econbiz.de/10009760436
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10
Fractional integration and the
volatility
of UK interest rates
Coleman, Simeon
;
Sirichand, Kavita
- In:
Economics letters
116
(
2012
)
3
,
pp. 381-384
Persistent link: https://www.econbiz.de/10009674339
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