Testing for Extreme Volatility Transmission

This morning, I will be at the 3rd International MACroeconomics workshop (IMAC). I will discuss Testing for Extreme Volatility Transmission with Realized Volatility Measures by Sessi Tokpavi (University of Orléans). Slides of the discussion are online.


OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (December 2, 2016). Testing for Extreme Volatility Transmission. Freakonometrics. Retrieved February 15, 2026 from https://doi.org/10.58079/ov60


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