Asymmetric volatility impulse response functions (Q2681836): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.econlet.2022.110968
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+W4312221642
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@@ Property / cites work @@
+Handbook of Volatility Models and Their Applications
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@@ Property / cites work @@
+Stationarity and geometric ergodicity of BEKK multivariate GARCH models
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+Asymptotic theory for multivariate GARCH processes.
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+Identification of structural multivariate GARCH models
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+On asymptotic theory for multivariate GARCH models
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