Work

Asymmetric variance and spillover effects

Year: 2006

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/j.intfin.2006.05.004

Authors: José Luis Miralles Marcelo, José Luis Miralles Quirós, María del Mar Miralles Quirós

Institution: Universidad de Extremadura

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1539908885

FWCI: 2.826

Cites: 37

Cited by: 24

Related to: 10