title
Globaalsete finantsturgude volatiilsuse kandumine Balti riikide aktsiaturgudele
Volatility transmission from global financial markets to the Baltic stock markets
author
Remmelgas, Pille
keywords
volatiilsus
volatiilsuse kandumine
Balti börs
OMXT
OMXR
OMXV
GARCH
DCC-GARCH
volatility
volatility transfer
Baltic stock exchange
magistritööd
master's theses
supervisor
Ahi, Kalle
defence date
13.01.2021
language
est
institution
Tallinna Tehnikaülikool
Tallinn University of Technology
faculty
Majandusteaduskond
School of Business and Governance
department / college
Majandusanalüüsi ja rahanduse instituut
Department of Economics and Finance