Comparing asymmetric volatility spillover models: A study between the crude oil market and international stock markets

Additional Metadata
Keywords	crude oil; stock markets; VAR; multivariate HAR; asymmetric volatility spillovers; DAG
Thesis Advisor	Zaharieva, M.D.
Persistent URL	hdl.handle.net/2105/59811
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Snijders, P.J. (2021, November 4). Comparing asymmetric volatility spillover models: A study between the crude oil market and international stock markets. Econometrie. Retrieved from http://hdl.handle.net/2105/59811

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