Negative volatility spillovers in the unrestricted ECCC-GARCH model


Conrad, Christian ; Karanasos, Menelaos



DOI: https://doi.org/10.1017/S0266466609990120
URL: https://www.cambridge.org/core/journals/econometri...
Additional URL: https://www.jstor.org/stable/40664506
Document Type: Article
Year of publication: 2010
The title of a journal, publication series: Econometric Theory
Volume: 26
Issue number: 3
Page range: 838-862
Place of publication: Cambridge
Publishing house: Cambridge University Press
ISSN: 0266-4666 , 1469-4360
Publication language: English
Institution: Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSE (Economics)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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