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"Investigating volatility transmission across international equity markets ..."

Foued Saâdaoui, Imen Ghadhab (2023)

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DOI: 10.1111/ITOR.12894

access: closed

type: Journal Article

metadata version: 2023-06-26

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Foued Saâdaoui, Imen Ghadhab:
Investigating volatility transmission across international equity markets using multivariate fractional models. Int. Trans. Oper. Res. 30(5): 2139-2157 (2023)

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