IDIOSYNCRATIC VOLATILITY TRANSMISSION BETWEEN VISEGRAD STOCK MARKETS – THE ROBUST QUANTILE ESTIMATES.

Autor: ŽIVKOV, Dejan1 dejanzivkov@gmail.com, Lončar, Sanja1 Sanja.Loncar@vps.ns.ac.rs, Stankov, Biljana1 bilja.l.stankov@gmail.com
Zdroj: Economic Computation & Economic Cybernetics Studies & Research. 2023, Vol. 57 Issue 1, p251-266. 16p.
Databáze: Business Source Ultimate