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~isPartOf:"Econometric Institute research papers"
~subject:"ARCH-Modell"
~subject:"Spillover effect"
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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2015
Persistent link: https://www.econbiz.de/10011432589
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Risk modelling and management : an overview
Chang, Chia-Lin
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Allen, David E.
;
McAleer, Michael
; …
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2013
Persistent link: https://www.econbiz.de/10009781946
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3
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
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2017
Persistent link: https://www.econbiz.de/10011734887
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4
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
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