Guidolin, Massimo (contributor); … - 2007 - Rev.
Conference
in Dublin (June 2005), the C6 CSEF-IGIER Symposium on Economics and Institutions in Capri (July 2005), Royal Economic …-mail: Massimo.Guidolin@stls.frb.org; phone: 314-444-8550.
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University of Turin, Faculty of Economics, Corso Unione Sovietica, 218 … multivariate ARCH models with more
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2.4. The Economics of Variance Risk
In this paper what we have defined as variance risk …