GitHub / jolly-io / Stock_Markets_Assymetric_Volatility_Spillover_Effects
I investigate the Asymmetric Volatility Spillover Effects within and across six major International stock markets. United States, Canada, France, Germany, Italy & Japan
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PURL: pkg:github/jolly-io/Stock_Markets_Assymetric_Volatility_Spillover_Effects
Stars: 2
Forks: 0
Open issues: 0
License: mit
Language: R
Size: 2.31 MB
Dependencies parsed at: Pending
Created at: about 2 years ago
Updated at: over 1 year ago
Pushed at: over 1 year ago
Last synced at: over 1 year ago
Topics: autoregressive-models, garch-models, markov-switching-model, stock-market, vector-autoregression-models, volatility-modeling