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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of macroeconomics"
~person:"Giannini, Massimo"
~person:"Kilian, Lutz"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Interregional flows"
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Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
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Private and public risk sharing across Italian regions
Fiorelli, Cristiana
;
Giannini, Massimo
;
Martini, Barbara
- In:
Journal of macroeconomics
74
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013472116
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