Title

Mean, Volatility, and Skewness Spillovers in Equity Markets

Publication Type

Book Chapter

Publication Date

3-2012

Keywords

mean, volatility, skewness spillovers in equity markets, data and summary statistics, spillover effects in variance and skewness

Discipline

Econometrics | Finance

Research Areas

Econometrics

Publication

Handbook of volatility models and their applications

First Page

127

Last Page

145

ISBN

9780470872512

Identifier

10.1002/9781118272039.ch5

Publisher

Wiley-Blackwell

City or Country

Hoboken, NJ

Additional URL

http://doi.org/10.1002/9781118272039.ch5

Comments

(Luc Bauwens, Christian Hafner, and Sebastien Laurent, editors) (forthcoming) - expected publication date April