Bootstrapping volatility spillover index (Q5087917)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bootstrapping volatility spillover index |
scientific article; zbMATH DE number 7552561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping volatility spillover index |
scientific article; zbMATH DE number 7552561 |
Statements
Bootstrapping volatility spillover index (English)
0 references
4 July 2022
0 references
bootstrapping
0 references
confidence interval
0 references
pivot
0 references
residual bootstrapping
0 references
volatility spillover
0 references
0 references
0 references