@data{jae.2022319.0711191099,
author = {Audrino, Francesco and Trojani, Fabio},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {estimating-and-predicting-multivariate-volatility-thresholds-in-global-stock-markets},
year = {2006},
version = {1},
url = {https://journaldata.zbw.eu/dataset/estimating-and-predicting-multivariate-volatility-thresholds-in-global-stock-markets},
doi = "10.15456/jae.2022319.0711191099" 
}