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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: Regensburg Univ. 2013
Series:Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 473
In: Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft (473)

Subjects:
Arbeitspapier
Graue Literatur
Online Access:Verlag, Volltext: http://epub.uni-regensburg.de/28043/1/ConradWeber.pdf
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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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