Work

Volatility transmission among Latin American stock markets under structural breaks

Year: 2016

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2016.06.093

Authors: Bülent Güloğlu, Pınar Kaya, Resul Aydemir

Institutions: Istanbul Technical University, Marmara University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2473540909

FWCI: 6.135

Cites: 29

Cited by: 31

Related to: 10