Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model

Academic Article

Publication Date:

2007

Short description:

Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model / G., Gallo; Otranto, Edoardo. - In: APPLIED FINANCIAL ECONOMICS. - ISSN 0960-3107. - 17:(2007), pp. 659-670.

Iris type:

1.1 Articolo in rivista

List of contributors:

G., Gallo; Otranto, Edoardo

Authors of the University:

OTRANTO Edoardo

Handle:

https://iris.uniss.it/handle/11388/149899

Published in:

APPLIED FINANCIAL ECONOMICS

Journal