Sudden shifts in variance in the Spanish market:...

Applied Financial Economics 2008 / 02 Vol. 18; Iss. 2

Sudden shifts in variance in the Spanish market: persistence and spillover effects

Miralles Marcelo, José Luis, Miralles Quirós, José Luis, Miralles Quirós, María del Mar
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Volume:
18
Language:
english
Journal:
Applied Financial Economics
DOI:
10.1080/09603100601057862
Date:
February, 2008
File:
PDF, 187 KB
english, 2008
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