• 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