Volatility contagion: a range-based volatility approach (Q738077)
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scientific article; zbMATH DE number 6616979
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Volatility contagion: a range-based volatility approach |
scientific article; zbMATH DE number 6616979 |
Statements
Volatility contagion: a range-based volatility approach (English)
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15 August 2016
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LCARR
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price range
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smooth transition copula
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subprime mortgage crisis
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TVLCARR
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volatility contagion
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0.7967385649681091
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0.791347861289978
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0.7769412994384766
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0.7662112712860107
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