Detecting statistically significant changes in connectedness: A bootstrap-based technique

Author:

Greenwood-Nimmo Matthew,Kočenda EvženORCID,Nguyen Viet Hoang

Funder

Grantová agentura České republiky

Publisher

Elsevier BV

Reference82 articles.

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3. Volatility connectedness on the central European forex markets;Albrecht;Int. Rev. Financ. Anal.,2024

4. Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis;Albrecht,2023

5. Range-based estimation of stochastic volatility models;Alizadeh;J. Finance,2002

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