Time varying country risk: an assessment of alternative modelling techniques
Year of publication: |
2002
|
---|---|
Authors: | Brooks, R. D. ; Faff, R. W. ; McKenzie, M. |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 8.2002, 3, p. 249-274
|
Publisher: |
Taylor & Francis Journals |
Subject: | Time | Country Risk | Garch | Kalman Filter |
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