Measuring and Quantifying Uncertainty in Volatility Spillovers: A Bayesian Approach

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Data science in science 2023-12, Vol.2 (1)
Hauptverfasser: Shapovalova, Yuliya, Eichler, Michael
Format: Artikel
Sprache:eng
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
container_end_page
container_issue 1
container_start_page
container_title Data science in science
container_volume 2
creator Shapovalova, Yuliya
Eichler, Michael
description
doi_str_mv 10.1080/26941899.2023.2176379
format Article
fullrecord <record><control><sourceid>crossref</sourceid><recordid>TN_cdi_crossref_primary_10_1080_26941899_2023_2176379</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>10_1080_26941899_2023_2176379</sourcerecordid><originalsourceid>FETCH-LOGICAL-c939-b60897f87e5ec41f1662f7ac9e33f9b699c29599b1943f1d28107122bb9c73933</originalsourceid><addsrcrecordid>eNpNkN1KwzAYhoMoOOYuQcgNdOanTfJ5Voc6YSKy6WlIs0QjNS1JJ_TutTjBo_cP3oMHoUtKlpQocsUElFQBLBlhfMmoFFzCCZpNfTENp__8OVrk_EEIYUA5MDVD20dn8iGF-IZN3OPng4lD8OOUX6J1aTAhDiMOEb92rRlCG37Stg9t2325lK9xjW_M6HIwEdd9nzpj3y_QmTdtdoujztHu7na3Whebp_uHVb0pLHAoGkEUSK-kq5wtqadCMC-NBce5h0YAWAYVQEOh5J7umaJEUsaaBqzkwPkcVb-3NnU5J-d1n8KnSaOmRE9s9B8bPbHRRzb8G0zEVvQ</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype></control><display><type>article</type><title>Measuring and Quantifying Uncertainty in Volatility Spillovers: A Bayesian Approach</title><source>Taylor &amp; Francis Open Access</source><source>DOAJ Directory of Open Access Journals</source><creator>Shapovalova, Yuliya ; Eichler, Michael</creator><creatorcontrib>Shapovalova, Yuliya ; Eichler, Michael</creatorcontrib><identifier>ISSN: 2694-1899</identifier><identifier>EISSN: 2694-1899</identifier><identifier>DOI: 10.1080/26941899.2023.2176379</identifier><language>eng</language><ispartof>Data science in science, 2023-12, Vol.2 (1)</ispartof><lds50>peer_reviewed</lds50><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed><cites>FETCH-LOGICAL-c939-b60897f87e5ec41f1662f7ac9e33f9b699c29599b1943f1d28107122bb9c73933</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>314,776,780,860,27903,27904</link.rule.ids></links><search><creatorcontrib>Shapovalova, Yuliya</creatorcontrib><creatorcontrib>Eichler, Michael</creatorcontrib><title>Measuring and Quantifying Uncertainty in Volatility Spillovers: A Bayesian Approach</title><title>Data science in science</title><issn>2694-1899</issn><issn>2694-1899</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2023</creationdate><recordtype>article</recordtype><recordid>eNpNkN1KwzAYhoMoOOYuQcgNdOanTfJ5Voc6YSKy6WlIs0QjNS1JJ_TutTjBo_cP3oMHoUtKlpQocsUElFQBLBlhfMmoFFzCCZpNfTENp__8OVrk_EEIYUA5MDVD20dn8iGF-IZN3OPng4lD8OOUX6J1aTAhDiMOEb92rRlCG37Stg9t2325lK9xjW_M6HIwEdd9nzpj3y_QmTdtdoujztHu7na3Whebp_uHVb0pLHAoGkEUSK-kq5wtqadCMC-NBce5h0YAWAYVQEOh5J7umaJEUsaaBqzkwPkcVb-3NnU5J-d1n8KnSaOmRE9s9B8bPbHRRzb8G0zEVvQ</recordid><startdate>20231231</startdate><enddate>20231231</enddate><creator>Shapovalova, Yuliya</creator><creator>Eichler, Michael</creator><scope>AAYXX</scope><scope>CITATION</scope></search><sort><creationdate>20231231</creationdate><title>Measuring and Quantifying Uncertainty in Volatility Spillovers: A Bayesian Approach</title><author>Shapovalova, Yuliya ; Eichler, Michael</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c939-b60897f87e5ec41f1662f7ac9e33f9b699c29599b1943f1d28107122bb9c73933</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2023</creationdate><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Shapovalova, Yuliya</creatorcontrib><creatorcontrib>Eichler, Michael</creatorcontrib><collection>CrossRef</collection><jtitle>Data science in science</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Shapovalova, Yuliya</au><au>Eichler, Michael</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Measuring and Quantifying Uncertainty in Volatility Spillovers: A Bayesian Approach</atitle><jtitle>Data science in science</jtitle><date>2023-12-31</date><risdate>2023</risdate><volume>2</volume><issue>1</issue><issn>2694-1899</issn><eissn>2694-1899</eissn><doi>10.1080/26941899.2023.2176379</doi><oa>free_for_read</oa></addata></record>
fulltext fulltext
identifier ISSN: 2694-1899
ispartof Data science in science, 2023-12, Vol.2 (1)
issn 2694-1899
2694-1899
language eng
recordid cdi_crossref_primary_10_1080_26941899_2023_2176379
source Taylor & Francis Open Access; DOAJ Directory of Open Access Journals
title Measuring and Quantifying Uncertainty in Volatility Spillovers: A Bayesian Approach
url https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-22T13%3A12%3A40IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-crossref&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Measuring%20and%20Quantifying%20Uncertainty%20in%20Volatility%20Spillovers:%20A%20Bayesian%20Approach&rft.jtitle=Data%20science%20in%20science&rft.au=Shapovalova,%20Yuliya&rft.date=2023-12-31&rft.volume=2&rft.issue=1&rft.issn=2694-1899&rft.eissn=2694-1899&rft_id=info:doi/10.1080/26941899.2023.2176379&rft_dat=%3Ccrossref%3E10_1080_26941899_2023_2176379%3C/crossref%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_id=info:pmid/&rfr_iscdi=true