Work

Time-frequency information transmission among financial markets: evidence from implied volatility

Year: 2021

Type: article

Source: Annals of Operations Research

DOI: 10.1007/s10479-021-04266-y

Authors: Muhammad Abubakr Naeem, Fiza Qureshi, Saqib Farid, Aviral Kumar Tiwari, Mohamed Elheddad

Institutions: University College Dublin, University of Sindh, University of Management and Technology, South Ural State University, University of Huddersfield

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3200613396

FWCI: 5.182

Cites: 129

Cited by: 37

Related to: 10