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Analysing financial contagion and asymmetric market dependence with volatility indices via copulas
Yue Peng; Wing Lon Ng - In: Annals of finance 8 (2012) 1, pp. 49-74
Persistent link: https://www.econbiz.de/10009510581
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Extreme spillover effects of volatility indices
Yue Peng; Wing Lon Ng - In: Journal of economic research 17 (2012) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10009577613