(Quantile) Spillover Indexes: simulation-based evidence, confidence intervals and a decomposition Article Swipe

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Massimiliano Caporin , Giovanni Bonaccolto , Syed Jawad Hussain Shahzad ·

YOU? · · 2023 · Open Access · · DOI: https://doi.org/10.2139/ssrn.4629224

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Quantile Spillover effect Confidence interval Econometrics Decomposition Statistics Computer science Mathematics Economics Biology Microeconomics Ecology

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Type: article
Language: en
Landing Page: https://doi.org/10.2139/ssrn.4629224
OA Status: green
Cited By: 5
References: 55
Related Works: 10
OpenAlex ID: https://openalex.org/W4389124852

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DOI: https://doi.org/10.2139/ssrn.4629224

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Title: (Quantile) Spillover Indexes: simulation-based evidence, confidence intervals and a decomposition

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Language: en

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Publication year: 2023

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Publication date: 2023-01-01

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Authors: Massimiliano Caporin, Giovanni Bonaccolto, Syed Jawad Hussain Shahzad

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Landing page: https://doi.org/10.2139/ssrn.4629224

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Concepts: Quantile, Spillover effect, Confidence interval, Econometrics, Decomposition, Statistics, Computer science, Mathematics, Economics, Biology, Microeconomics, Ecology

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Cited by: 5

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Citations by year (recent): 2025: 4, 2024: 1

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