Testing the hypothesis of contagion using multivariate volatility models
Year of publication: |
2008
|
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Authors: | Marçal, Emerson Fernandes ; Pereira, Pedro L. Valls |
Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2125187-3. - Vol. 28.2008, 2, p. 191-216
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Subject: | Schätzung | Estimation | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Großbritannien | United Kingdom | Deutschland | Germany |
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