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~isPartOf:"Applied economics"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München"
~person:"Bjellerup, M°arten"
~person:"Singh, Abhay Kumar"
~subject:"Multivariate analysis"
~subject:"Schätzung"
~subject:"World"
~type:"article"
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Applied economics
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
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A simple multivariate test for asymmetry
Bjellerup, M°arten
;
Holgersson, Thomas H. E.
- In:
Applied economics
41
(
2009
)
10/12
,
pp. 1405-1416
Persistent link: https://www.econbiz.de/10003845380
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