Work

Refined Measures of Dynamic Connectedness based on TVP-VAR

Year: 2017

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Nikolaos Antonakakis, David Gabauer

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2609460764

Cites:

Cited by: 217

Related to: 10