Bootstrapping volatility spillover index (Q5087917)
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scientific article; zbMATH DE number 7552561
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bootstrapping volatility spillover index |
scientific article; zbMATH DE number 7552561 |
Statements
Bootstrapping volatility spillover index (English)
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4 July 2022
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bootstrapping
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confidence interval
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pivot
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residual bootstrapping
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volatility spillover
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