PORTFOLIO VOLATILITY SPILLOVER.

Autor: KONSTANTINOV, GUEORGUI S.1 (AUTHOR) Gueorgui.Konstantinov@lbbw-am.de, FABOZZI, FRANK J.2 (AUTHOR) frank.fabozzi@edhec.edu
Zdroj: International Journal of Theoretical & Applied Finance. Jun2022, Vol. 25 Issue 4/5, p1-39. 39p.
Databáze: Business Source Ultimate