Volatility Transmission across Financial Markets: A Semiparametric Analysis.

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Bibliographic Details
Title:	Volatility Transmission across Financial Markets: A Semiparametric Analysis.
Authors:	Kolaiti, Theoplasti¹ kolaiti@statistik.uni-hannover.de, Mboya, Mwasi¹ mboya@statistik.uni-hannover.de, Sibbertsen, Philipp¹ sibbertsen@statistik.uni-hannover.de
Source:	Journal of Risk & Financial Management. Aug2020, Vol. 13 Issue 8, p1-13. 13p. 1 Chart.
Database:	Business Source Ultimate

Description
ISSN:	19118066
DOI:	10.3390/jrfm13080160