Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach
| Title | Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach |
| Publication Type | Journal Article |
| Year of Publication | 2008 |
| Authors | Otranto, E |
| Journal | COMPUTATIONAL STATISTICS & DATA ANALYSIS |
| Volume | 52 |
| Pagination | 3011 - 3026 |
| ISBN Number | 0167-9473 |