Negative volatility spillovers in the unrestricted ECCC-GARCH model

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Bibliographische Detailangaben
Hauptverfasser: Conrad, Christian (VerfasserIn) , Karanasos, Menelaos (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: 2010
In: Econometric theory
Year: 2010, Jahrgang: 26, Heft: 3, Pages: 838-862
ISSN:1469-4360
DOI:10.1017/S0266466609990120
Online-Zugang:Verlag, Volltext: http://dx.doi.org/10.1017/S0266466609990120
Volltext
Verfasserangaben:Christian Conrad and Menelaos Karanasos

MARC

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