Volatility Spillover in the US and European Equity Markets: Evidence from Ex-ante and Ex-post Volatility Indicators

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/58083

Title:	Volatility Spillover in the US and European Equity Markets: Evidence from Ex-ante and Ex-post Volatility Indicators
Authors:	Chou, R-Y Wu, C-C Yang, S-Y
Issue Date:	2017
Relation:	REVIEW OF SECURITIES AND FUTURES MARKETS 29(3), 111-148
URI:	http://ir.sinica.edu.tw/handle/201000000A/58083
Appears in Collections:	經濟研究所

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