Work

Volatility spillover among sector equity returns under structural breaks

Year: 2021

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1007/s11156-021-01018-8

Author: Farooq Malik

Institution: Northern Arizona University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W3200266147

FWCI: 3.4

Cites: 29

Cited by: 27

Related to: 10