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A test for volatility spillovers. - MaRDI portal

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

    title
    A test for volatility spillovers. (English)
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    author
    Martin Sola
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    Fabio Spagnolo
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    Nicola Spagnolo
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    publication date
    15 July 2002
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    zbMATH Keywords
    Markov switching
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    GARCH
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    Volatility
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    Financial crises
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    cites work
    Q4840212
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    Identifiers

    Mathematics Subject Classification ID
    91B26
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    91B28
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    93E03
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    zbMATH DE Number
    1768036
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    OpenAlex ID
    W2041599384
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