A test for volatility spillovers. (Q1603866)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for volatility spillovers. |
scientific article |
Statements
A test for volatility spillovers. (English)
0 references
15 July 2002
0 references
Markov switching
0 references
GARCH
0 references
Volatility
0 references
Financial crises
0 references
