Extended Multivariate Egarch Model : A Model for Zero-Return and Negative Spillovers
Year of publication: |
[2023]
|
---|---|
Authors: | Xu, Yongdeng |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Spillover-Effekt | Spillover effect | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model |
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