Financial market contagion and fine wines : the evidence of the ADCC GARCH model
Year of publication: |
2016
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Authors: | Le Fur, Eric ; Ameur, Hachmi Ben ; Braune, Eric ; Faye, Benoît |
Published in: |
International journal of entrepreneurship and small business. - Olney, Bucks : Inderscience, ISSN 1476-1297, ZDB-ID 2167952-6. - Vol. 29.2016, 4, p. 583-601
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Subject: | contagion effect | financial markets | fine wines | volatility | Finanzmarkt | Financial market | Volatilität | Volatility | ARCH-Modell | ARCH model | Ansteckungseffekt | Contagion effect | Wein | Wine | Weinbau | Wine industry | Schätzung | Estimation |
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