The role of jumps and leverage in forecasting volatility in international equity markets
Buncic, Daniel, Gisler, Katja I.M.
Published in Journal of international money and finance (01.12.2017)
Published in Journal of international money and finance (01.12.2017)
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A variance spillover analysis without covariances: What do we miss?
Fengler, Matthias R., Gisler, Katja I.M.
Published in Journal of international money and finance (01.03.2015)
Published in Journal of international money and finance (01.03.2015)
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Journal Article