Valuing Volatility Spillovers

George Milunovich () and Susan Thorp ()

International Finance from EconWPA

Keywords: forecasting; adcc; volatility spillovers; valuing (search for similar items in EconPapers)
JEL-codes: F3 F4 (search for similar items in EconPapers)
Date: 2005-06-22
Note: Type of Document - pdf
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http://129.3.20.41/eps/if/papers/0506/0506008.pdf (application/pdf)

Related works:
Working Paper: Valuing Volatility Spillovers (2005)
Journal Article: Valuing volatility spillovers (2006)
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpif:0506008

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