The following pages link to A test for volatility spillovers. (Q1603866):
Displaying 7 items.
- International market links and volatility transmission (Q528027) (← links)
- Regime switching volatility calibration by the Baum-Welch method (Q989132) (← links)
- Volatility spillovers, interdependence and comovements: a Markov switching approach (Q1023631) (← links)
- Capturing the Spillover Effect With Multiplicative Error Models (Q2794787) (← links)
- CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS (Q3022097) (← links)
- Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach (Q5026537) (← links)
- Financial contagion, spillovers and causality in the Markov switching framework (Q5697343) (← links)