Volatility transmission across markets: a Multichain Markov Switching model

By Giampiero M. Gallo, Edoardo Otranto. 2007

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/7cba9b6e502a098a6f5aef040785aa20732fe3cc