Mutual volatility transmission between assets and trading places (Q6184348)
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scientific article; zbMATH DE number 7794350
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mutual volatility transmission between assets and trading places |
scientific article; zbMATH DE number 7794350 |
Statements
Mutual volatility transmission between assets and trading places (English)
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24 January 2024
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international volatility spillovers
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copula-GARCH models
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intra-day
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volatility impulse responses
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