International market links and volatility transmission (Q528027)
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: International market links and volatility transmission |
scientific article; zbMATH DE number 6714748
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | International market links and volatility transmission |
scientific article; zbMATH DE number 6714748 |
Statements
International market links and volatility transmission (English)
0 references
12 May 2017
0 references
conditional independence
0 references
jump-diffusion
0 references
noncausality
0 references
quadratic variation
0 references
realized variance
0 references
0 references
0 references
0 references
0 references
0 references
0 references
