"Volatility spillovers, interdependence and comovements: A Markov Switching ..."

Giampiero M. Gallo, Edoardo Otranto (2008)

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DOI: 10.1016/J.CSDA.2007.09.016

access: closed

type: Journal Article

metadata version: 2021-09-23

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Giampiero M. Gallo, Edoardo Otranto:
Volatility spillovers, interdependence and comovements: A Markov Switching approach. Comput. Stat. Data Anal. 52(6): 3011-3026 (2008)

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