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subject:"ARCH model"
subject:"Volatilität"
~isPartOf:"Working papers"
~person:"Buch, Claudia M."
~person:"Caporin, Massimiliano"
~type_genre:"Non-commercial literature"
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ARCH model
Volatilität
Estimation
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Spillover effect
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Buch, Claudia M.
Caporin, Massimiliano
Gallo, Giampiero M.
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Otranto, Edoardo
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Billio, Monica
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Chlebus, Marcin
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Lacava, Demetrio
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Henry, Ólan Thomas John
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
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2020
Persistent link: https://www.econbiz.de/10012244841
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011629466
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