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A multivariate GARCH model incorporating the direct and indirect transmission of shocks
Tsiaplias, Sarantis
;
Chua, Chew Lian
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 244-271
Persistent link: https://www.econbiz.de/10009717794
Saved in:
2
A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks
Tsiaplias, Sarantis
;
Chua, Chew Lian
- In:
Econometric reviews
32
(
2013
)
2
,
pp. 244-271
Persistent link: https://www.econbiz.de/10010053020
Saved in:
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