NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (Q3577703)

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NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL
scientific article

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    title
    NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (English)
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    author
    Christian Conrad
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    Menelaos Karanasos
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    publication date
    23 July 2010
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62P05
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    62M10
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    zbMATH DE Number
    5759932
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