Počet záznamů: 1
Asymmetric volatility spillovers: revisiting the Diebold-Yilmaz (2009) spillover index with realized semivariance
- 1.Baruník, J. - Kočenda, Evžen - Vácha, L.
Asymmetric volatility spillovers: revisiting the Diebold-Yilmaz (2009) spillover index with realized semivariance.
Ithaca, N.Y: Cornell University, 2013. 11 s. Papers from arXiv.org, 1308.1221.
http://arxiv.org/pdf/1308.1221v1.pdf
http://hdl.handle.net/11104/0228137
Počet záznamů: 1