Funder
National Natural Science Foundation of China
Subject
Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science
Reference40 articles.
1. The distribution of realized exchange rate volatility;Andersen;J. Am. Stat. Assoc.,2001
2. Oil spills on other commodities;Baffes;Resour. Pol.,2007
3. Measuring downside risk - realized semivariance;Barndorff-Nielsen;Volatility and Time Series Econometrics: Essays in Honor of Robert Engle,2010
4. Asymmetric connectedness on the U.S. stock market: bad and good volatility spillovers;Baruník;J. Financ. Mark.,2016
5. Measuring the frequency dynamics of financial connectedness and systemic risk;Baruník;J. Financ. Economet.,2018
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献