Volatility contagion: a range-based volatility approach (Q738077): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2011.07.004
@@ Property / DOI: 10.1016/j.jeconom.2011.07.004 / rank @@
-Normal rank
@@ Property / author @@
-Li-Min Wang
@@ Property / author: Li-Min Wang / rank @@
-Normal rank
@@ Property / author @@
+Li-Min Wang
@@ Property / author: Li-Min Wang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2011.07.004
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+W2023286212
@@ Property / OpenAlex ID: W2023286212 / rank @@
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@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+A causality-in-variance test and its application to financial market prices
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+Realized range-based estimation of integrated variance
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+A test for volatility spillover with application to exchange rates
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+Q4382161
@@ Property / cites work: Q4382161 / rank @@
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@@ Property / cites work @@
+Measuring volatility with the realized range
@@ Property / cites work: Measuring volatility with the realized range / rank @@
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@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Model selection tests for nonlinear dynamic models
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@@ Property / cites work @@
+Q4869532
@@ Property / cites work: Q4869532 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2011.07.004
@@ Property / DOI: 10.1016/J.JECONOM.2011.07.004 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:738077