Volatility co-movements: a time scale decomposition analysis

Cipollini, A., Lo Cascio, I., Muzzioli, S.

DOI: 10.25431/11380_1023319
Published: 2013
Container: Not recorded
Publisher: Dipartimento di Economia Marco Biagi - Universit� di Modena e Reggio Emilia
Open access: no

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Cite this work

BibTeX

@article{allodium:10.25431/11380_1023319,
  title = {Volatility co-movements: a time scale decomposition analysis},
  author = {Cipollini, A. and Lo Cascio, I. and Muzzioli, S.},
  year = {2013},
  doi = {10.25431/11380_1023319},
  url = {https://doi.org/10.25431/11380_1023319}
}

RIS

TY  - JOUR
TI  - Volatility co-movements: a time scale decomposition analysis
AU  - Cipollini, A.
AU  - Lo Cascio, I.
AU  - Muzzioli, S.
PY  - 2013
DO  - 10.25431/11380_1023319
UR  - https://doi.org/10.25431/11380_1023319
ER  -

APA

A., C., I., L. C., & S., M. (2013). Volatility co-movements: a time scale decomposition analysis. https://doi.org/10.25431/11380_1023319

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