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Testing for Extreme Volatility Transmission with Realized Volatility Measures Christophe Boucher∗, Gilles de Truchis †, Elena Dumitrescu‡, Sessi Tokpavi§ November, 2016 (very preliminary, please do not cite)
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Document Date: 2016-11-28 14:51:19
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Testing for Extreme Volatility Transmission with Realized Volatility Measures Christophe Boucher∗, Gilles de Truchis †, Elena Dumitrescu‡, Sessi Tokpavi§ November, 2016 (very preliminary, please do not cite)