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~isPartOf:"Applied economics"
~isPartOf:"Physica A: Statistical Mechanics and its Applications"
~person:"McAleer, Michael"
~subject:"Multivariate Analyse"
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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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