Asymmetric variance and spillover effects: Regime shifts in the Spanish stock market
| Autor: | Miralles Marcelo, José Luis, Quirós, José Luis Miralles, Quirós, María del Mar Miralles |
|---|---|
| Zdroj: | In Journal of International Financial Markets, Institutions & Money 2008 18(1):1-15 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect