Estimating and predicting multivariate volatility thresholds in global stock markets

Audrino, FrancescoFrancescoAudrinoTrojani, FabioFabioTrojani2023-04-132023-04-132006-04https://www.alexandria.unisg.ch/handle/20.500.14171/8305210.1002/jae.869enEstimating and predicting multivariate volatility thresholds in global stock marketsjournal article