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Baumöhl, Eduard ; Kočenda, Evžen ; Lyócsa, Štefan ; Výrost, Tomáš

Networks of volatility spillovers among stock markets

Baumöhl, Eduard, Kočenda, Evžen, Lyócsa, Štefan and Výrost, Tomáš (2018) Networks of volatility spillovers among stock markets. Physica A: Statistical Mechanics and its Applications 490, pp. 1555-1574.

Date of publication of this fulltext: 28 Jul 2021 17:24
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    Item typeArticle
    Journal or Publication TitlePhysica A: Statistical Mechanics and its Applications
    Volume:490
    Page Range:pp. 1555-1574
    Date2018
    InstitutionsUNSPECIFIED
    Identification Number
    ValueType
    10.1016/j.physa.2017.08.123DOI
    Dewey Decimal ClassificationUNSPECIFIED
    StatusPublished
    RefereedYes, this version has been refereed
    Created at the University of RegensburgYes
    Item ID47563

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