Negative volatility spillovers in the unrestricted ECCC-GARCH model
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| Main Authors: | , |
|---|---|
| Format: | Article (Journal) |
| Language: | English |
| Published: |
2010
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| In: |
Econometric theory
Year: 2010, Volume: 26, Issue: 3, Pages: 838-862 |
| ISSN: | 1469-4360 |
| DOI: | 10.1017/S0266466609990120 |
| Online Access: | Verlag, Volltext: http://dx.doi.org/10.1017/S0266466609990120
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| Author Notes: | Christian Conrad and Menelaos Karanasos |
| Item Description: | Gesehen am 07.09.2016 |
|---|---|
| Physical Description: | Online Resource |
| ISSN: | 1469-4360 |
| DOI: | 10.1017/S0266466609990120 |