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Measuring persistence in volatility spillovers

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Bibliographic Details
Main Authors: Conrad, Christian (Author) , Weber, Enzo (Author)
Format: Book/Monograph Working Paper
Language:English
Published: Heidelberg Universitätsbibliothek der Universität Heidelberg 2013
Series:Discussion Paper Series / University of Heidelberg, Department of Economics 543
In: Discussion paper series (543)

Online Access:Resolving-System, kostenfrei, Volltext: http://nbn-resolving.de/urn:nbn:de:bsz:16-heidok-148657
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Author Notes:Christian Conrad; Enzo Weber
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Measuring persistence in volatility spillovers by Conrad, Christian (Author) , Weber, Enzo (Author) ,


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