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~institution:"KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC)"
~person:"Karanasos, Menelaos"
~subject:"Capital income"
~subject:"volatility feedback"
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Capital income
volatility feedback
Inequality constraints
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multivariate GARCH processes
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Karanasos, Menelaos
Conrad, Christian
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KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC)
Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
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Negative Volatility Spillovers in the Unrestricted ECCC-
GARCH
Model
Conrad, Christian
;
Karanasos, Menelaos
-
KOF Swiss Economic Institute, Department of Management, …
-
2008
This paper considers a formulation of the extended constant or time-varying conditional correlation
GARCH
model which …
Persistent link: https://www.econbiz.de/10005731463
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