SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

International market links and volatility transmission · Study

ArticleShelves

ArticleInternational market links and volatility transmission

Valentina Corradi2012

OA

Articlegreen2012

International market links and volatility transmission

Valentina Corradi · Walter Distaso · Marcelo Fernandes

35 citations·0/0 files stored·Journal of Econometrics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Stochastic processes and financial applications Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 35 citations exist upstream.

References

1985A Theory of the Term Structure of Interest Rates 2003Modeling and Forecasting Realized Volatility 1993Measuring and Testing the Impact of News on Volatility 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 1981Martingales and stochastic integrals in the theory of continuous trading 2002Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models 2001The Distribution of Realized Exchange Rate Volatility 2004Power and Bipower Variation with Stochastic Volatility and Jumps

Cited by

2019The asymmetric high-frequency volatility transmission across international stock markets 2016Dynamic spillovers between Nigerian, South African and international equity markets

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2016Between data cleaning and inference: Pre-averaging and robust estimators of the efficient pricearticle · 15 shared references 2010Parametric and Nonparametric Volatility Measurementchapter · 11 shared references 2009Stochastic Volatilityother · 11 shared references 2011Predictive Inference for Integrated Volatilityarticle · 11 shared references 2008A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effectspreprint · 11 shared references 2013Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidencearticle · 10 shared references

Details

Year2012

Typearticle

Published2012-04-07

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations35

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.jeconom.2012.03.003

openalex_workW3123791010

Links

Imported from OpenAlex (CC0) — nothing here is generated.