Negative volatility spillovers in the unrestricted ECCC-GARCH model
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2010
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| 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 |
| Verfasserangaben: | Christian Conrad and Menelaos Karanasos |
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