Work

Investigation of dynamic volatility relationships among global indices in the presence of COVID-19 impact: Evidence from TVP-VAR approach

Year: 2025

Type: article

Source: Journal of Computational and Applied Mathematics

DOI: 10.1016/j.cam.2025.116909

Authors: Hilmi Tunahan Akkus, Hasan Memis, Cansu Sarkaya Icellioglu

Institutions: Balıkesir University, Istanbul University-Cerrahpaşa

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4411990302

FWCI: 1.924

Cites: 33

Cited by: 3

Related to: 10