Open AccessExtreme Spillover Effects of Volatility Indices
Author(s) -
Peng Yue,
Wing Lon Ng
Publication year - 2012
Publication title -
journal of economic research/journal of economic research
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2713-6418
pISSN - 1226-4261
DOI - 10.17256/jer.2012.17.1.001
Subject(s) - volatility (finance) , spillover effect , economics , econometrics , macroeconomics