https://cognaptus.com/tags/financial-econometrics/ Recent content in Financial Econometrics on Cognaptus Hugo -- 0.145.0 en-us Sun, 10 Aug 2025 00:00:00 +0000 https://cognaptus.com/blog/2025-08-10-when-volatility-travels-mapping-global-spillovers-with-rough-multivariate-models/ Sun, 10 Aug 2025 00:00:00 +0000 https://cognaptus.com/blog/2025-08-10-when-volatility-travels-mapping-global-spillovers-with-rough-multivariate-models/ A mechanism-first look at how multivariate rough volatility models can turn cross-market covariance patterns into a more useful map of volatility spillovers.