Media type: E-Book Title: Volatility spillovers and heavy tails : a large t-Vector AutoRegressive approach Contributor: Barbaglia, Luca [VerfasserIn]; Croux, Christophe [VerfasserIn]; Wilms, Ines [VerfasserIn] imprint: Leuven, België: KU Leuven, Faculty of Economics and Business, [2017] Published in: Katholieke Universiteit Leuven: KBI ; 20171600 Extent: 1 Online-Ressource (circa 27 Seiten); Illustrationen Language: English Keywords: Commodities ; Forecasting ; Multivariate t-distribution ; Vector AutoRegressive model ; Volatility spillover ; Graue Literatur Origination: Footnote: Access State: Open Access