Robust score and portmanteau tests of volatility spillover (Q473342)
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scientific article; zbMATH DE number 6372125
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust score and portmanteau tests of volatility spillover |
scientific article; zbMATH DE number 6372125 |
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Robust score and portmanteau tests of volatility spillover (English)
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24 November 2014
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volatility spillover
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heavy tails
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tail trimming
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robust inference
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0.8149515390396118
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0.803562581539154
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0.7630465626716614
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0.7505011558532715
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0.7450100183486938
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