McAleer, Michael; da Veiga, Bernardo; Hoti, Suhejla - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 7, pp. 1454-1463
and lower thresholds are considered. The purpose of the paper was to forecast the conditional variance and Country Risk … Bounds (CRBs) for the rate of change of risk ratings for 10 countries. The conditional variance of composite risk returns for …