Corrigendum: The Independence of Indexed Volatilities

Studies on indexed volatility spillovers are unique because indices encompass more information than other parameters used in illustrating volatility movements. Further, indices encompass most of the constituents listed on different stock exchanges around the globe. This chapter uses vector autoregre...

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Bibliographic Details
Main Authors: Kola, Katlego (Author), Sebehela, Tumellano (Author)
Format: Ebooks
Published: IntechOpen, 2019-12-05.
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3rd Floor Main Library

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Call Number: A1234.567
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