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Networks of volatility spillovers among stock markets
SYS 0487923 LBL 01000a^^22220027750^450 005 20240103215756.5 014 $a 85030123221 $2 SCOPUS 014 $a 000415912900140 $2 WOS 017 $a 10.1016/j.physa.2017.08.123 $2 DOI 100 $a 20180313d m y slo 03 ba 101 $a eng $d eng 102 $a NL 200 1-
$a Networks of volatility spillovers among stock markets 215 $a 20 s. $c P 463 -1
$1 001 cav_un_epca*0257423 $1 011 $a 0378-4371 $e 1873-2119 $1 200 1 $a Physica. A : Statistical Mechanics and its Applications $v Roč. 490, č. 1 (2018), s. 1555-1574 $1 210 $c Elsevier 610 $a Volatility spillovers 610 $a Shock transmission 610 $a Stock markets 610 $a Granger causality network 610 $a Financial crisis 610 $a Spatial regression 700 -1
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$3 cav_un_auth*0359157 $a Výrost $b T. $y SK 856 $u http://library.utia.cas.cz/separaty/2018/E/kocenda-0487923.pdf
Počet záznamů: 1