Title of article
Influence of structural changes in transmission of information between stock markets: A European empirical study
Author/Authors
Vicent Arag?-Manzana، نويسنده , , Maria ?ngeles Fern?ndez-Izquierdo، نويسنده ,
Pages
13
From page
112
To page
124
Keywords
Volatility transmission , Asymmetric bivariate GARCH , Structural changes in variance
Journal title
Astroparticle Physics
Record number
230928
Link To Document