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~isPartOf:"Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics"
~isPartOf:"Discussion paper series / UCL Economics"
~person:"Abdulai, Awudu"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Polivka, Jeannine"
~person:"Voigt, Stefan"
~subject:"ARCH model"
~subject:"Econometrics"
~subject:"Nichtparametrisches Verfahren"
~subject:"Schätzung"
~subject:"Social network"
~type_genre:"Book review"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbook"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Identifying structural shocks to volatility through a proxy-MGARCH model
Fengler, Matthias
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Polivka, Jeannine
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2021
Persistent link: https://www.econbiz.de/10012516889
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Measuring spot variance spillovers when (co)variances are time-varying : the case of multivariate GARCH models
Fengler, Matthias
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Herwartz, Helmut
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2015
Persistent link: https://www.econbiz.de/10011717132
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