Survey of Volatility and Spillovers on Financial Markets
Author:
Publisher
Prague University of Economics and Business
Subject
Economics and Econometrics,Finance
Link
http://pep.vse.cz/doi/10.18267/j.pep.650.pdf
Reference69 articles.
1. Deutsche Mark-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
2. The Distribution of Realized Exchange Rate Volatility
3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
4. Measuring Downside Risk – Realized Semivariance*
5. Volatility Spillovers Across Petroleum Markets
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