International market links and volatility transmission
From MaRDI portal
Publication:528027
DOI10.1016/j.jeconom.2012.03.003zbMath1443.62342MaRDI QIDQ528027
Marcelo Fernandes, Walter Distaso, Valentina Corradi
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612000759
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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