Volatility spillovers across sectors and their magnitude: A sector-based analysis for Australia
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DOI: 10.1371/journal.pone.0286528
Abstract: While spillover across equity markets has been extensively investigated, volatility spillover across sectors has largely been under-examined in the current literature. This paper estimates the sectoral volatility using the ARMA-GARCH model and its spillover across… read more here.
Keywords: across australian; across sectors; volatility; australian sectors ... See more keywords
Ionospheric F-region response to the 26 September 2011 geomagnetic storm in the Antarctica American and Australian sectors
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DOI: 10.5194/angeo-35-1113-2017
Abstract: Abstract. The ionospheric response at middle and high latitudes in the Antarctica American and Australian sectors to the 26–27 September 2011 moderately intense geomagnetic storm was investigated using instruments including an ionosonde, riometer, and GNSS receivers.… read more here.
Keywords: american australian; australian sectors; storm; antarctica american ... See more keywords