Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model (Q4961416): Difference between revisions
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Latest revision as of 22:51, 19 March 2024
scientific article; zbMATH DE number 6967394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model |
scientific article; zbMATH DE number 6967394 |
Statements
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model (English)
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29 October 2018
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BEKK-GARCH
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business cycle
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forecasting
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HVS-GARCH
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volatility spillover
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