Central and Eastern European stock exchanges under stress: a range-based volatility spillover framework
Spillover analýza s modelom podmieneného autoregresného (CARR) modelu. Charakteristika akciových trhov SVE. Volatilita na trhoch v Poľsku, Česku a Maďarsku a vzájomné spillover efekty. Porovnanie spillover efektov SVE trhov s trhmi v USA, Rusku a Nemecku.
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