Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process (Q5080530): Difference between revisions

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Latest revision as of 03:38, 29 July 2024

scientific article; zbMATH DE number 7534722
Language Label Description Also known as
English
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process
scientific article; zbMATH DE number 7534722

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    Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process (English)
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    31 May 2022
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    exchange rates
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    integrated time series
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    market volatility
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    semiparametric varying coefficient models
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    volatility spillover effect
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