Mutual volatility transmission between assets and trading places
Masuhr, Andreas; Trede, Mark
Keywords
international volatility spillovers; copula-GARCH models; intra-day; volatility impulse responses
Publication type
Research article (journal)
Peer reviewed
Yes
Publication status
Published
Year
2023
Journal
Dependence Modeling
Volume
11
Issue
1
ISSN
XXXX-XXXX
DOI