Volatility transmission patterns and terrorist attacks (Q3645205)
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scientific article; zbMATH DE number 5633782
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Volatility transmission patterns and terrorist attacks |
scientific article; zbMATH DE number 5633782 |
Statements
Volatility transmission patterns and terrorist attacks (English)
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16 November 2009
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volatility modelling
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international finance
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international asset pricing
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GARCH models
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multivariate volatility
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risk management
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0.8178834
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0.7933146
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0.7924844
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0.78806233
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