A test for volatility spillovers.
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Publication:1603866
DOI10.1016/S0165-1765(02)00027-7zbMath1100.91520OpenAlexW2041599384MaRDI QIDQ1603866
Fabio Spagnolo, Martin Sola, Nicola Spagnolo
Publication date: 15 July 2002
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00027-7
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
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