A test for volatility spillovers. (Q1603866)
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scientific article; zbMATH DE number 1768036
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for volatility spillovers. |
scientific article; zbMATH DE number 1768036 |
Statements
A test for volatility spillovers. (English)
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15 July 2002
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Markov switching
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GARCH
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Volatility
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Financial crises
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