Volatility Spillovers in Asymmetric Covariance
The research introduces a new method for assessing volatility spillovers in asymmetric realized covariance, proving its effectiveness with high-frequency data from major ETFs.
Featured in No. 17 on 28 Sep 2023 · 3 days after release
- Released
- 25 Sep 2023
- First featured
- No. 17 · 28 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4583190
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