Volatility transmission among Latin American stock markets under structural breaks

Clicks: 225
ID: 114666
2016
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aydemir2016physicavolatility Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Bulent Guloglu,Pınar Kaya Soylu,Resul Aydemir;Bulent Guloglu;Pınar Kaya Soylu;Resul Aydemir;
Journal physica a: statistical mechanics and its applications
Year 2016
DOI
10.1016/j.physa.2016.06.093
URL
https://sciprofiles.com/publication/view/c87185f41660ef77960782718e6a0bbf
Keywords
causality volatility spillovers breaks in variance dcc-garch

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