Volatility contagion: a range-based volatility approach (Q738077): Difference between revisions
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Revision as of 10:21, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility contagion: a range-based volatility approach |
scientific article |
Statements
Volatility contagion: a range-based volatility approach (English)
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15 August 2016
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LCARR
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price range
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smooth transition copula
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subprime mortgage crisis
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TVLCARR
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volatility contagion
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