Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations
Year of publication: |
2005
|
---|---|
Authors: | Hoti, Suhejla ; McAleer, Michael ; Chan, Felix |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 69.2005, 1, p. 46-56
|
Publisher: |
Elsevier |
Subject: | Atmospheric carbon dioxide concentration | Multivariate conditional volatility models | Spillovers | Asymmetry | Shocks |
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