A practical multivariate approach to testing volatility spillover
Work
Year: 2023
Type: article
Authors Soon Heng Leong, Giovanni Urga
Institutions ESCP Business School, City, University of London
Cites: 47
Cited by: 2
Related to: 10
FWCI: 0.981
Citation percentile (by year/subfield): 57.88
Subfield: Finance
Domain: Social Sciences
Open Access status: closed