0490351 20240103220125.320180617235959.9 85048704040 000437554400003 10.18267/j.pep.650 18 s. P cav_un_epca*02904241210-0455273 (2018)293-305Vysoká škola ekonomická v Praze volatility spillovers financial markets cav_un_auth*0312139 Ekonometrie Department of Econometrics E E Department of Econometrics 100 Kočenda Evžen UTIA-B CZ Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2018/E/kocenda-0490351.pdf cav_un_auth*0281000 GBP402/12/G097 GA ČR CZ In this survey article, we present a rich extent of literature on volatility and its propagation on financial markets via spillovers. We document how new approaches or improved existing methodologies lead to results that offer richer insights than those derived from standard econometric techniques. Moreover, the implications of the results can be related to a wide set of markets as the surveyed articles cover emerging and developed European markets as well as the United States. WOS AH 50000 50200 50202 2019 1 RVO:67985556 http://hdl.handle.net/11104/0284591 S 3+4 Article Economics ECONOMICS 0.815 0.05 5.1 0.00021 0.088 259 0.287 0.584 40 Q4 3.855 17.8 Q4 Q3 0.42 Q3 17.769 2018 85048704040 SCOPUS PUBMED 000437554400003 WOS cav_un_epca*0290424 Prague Economic Papers 1210-0455 2336-730X Roč. 27 č. 3 2018 293 305 Vysoká škola ekonomická v Praze