Yakup ARI

The comparison of range-based volatility estimators and an application of TVP-VARbased connectedness

The comparison of range-based volatility estimators and an application of TVP-VARbased connectedness

Journal of Life Economics

2022-Cilt: 9 - Sayı: 3

147-157

Diebold-Yilmaz Connectedness, HRMSE, Range-based volatility, TVP-VAR

Diebold-Yilmaz Connectedness, HRMSE, Range-based volatility, TVP-VAR

8639