Dynamic Implied Volatility Connectedness Networks of Asset Classes: A TVP-VAR Connectedness Methodology

POLAT O.

Online International Conference on Applied Economy and Finance (e-ICOAEF VIII), Sanal Mod, Turkey, 4 - 05 December 2021, vol.1, pp.1-16, (Full Text)

  • Publication Type: Conference Paper / Full Text
  • Volume: 1
  • City: Sanal Mod
  • Country: Turkey
  • Page Numbers: pp.1-16
  • Bilecik Şeyh Edebali University Affiliated: Yes