Non-linearity, persistence and spillover effects in stock returns: the role of the volatility index
Crossref DOI link: https://doi.org/10.1007/s10663-014-9266-y
Published Online: 2014-06-19
Published Print: 2015-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wu, Po-Chin
Pan, Sheng-Chieh
Tai, Xue-Ling
Text and Data Mining valid from 2014-06-19