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~isPartOf:"Banco de Espana Working Paper"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / IZA"
~language:"eng"
~person:"Allen, David E."
~subject:"EU countries"
~subject:"United States"
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Allen, David E.
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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
analysis. A Jordan decomposition of Σt is used to obtain independent and identically distributed innovations. A
general
issue …
Persistent link: https://www.econbiz.de/10011301206
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