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

From MaRDI portal
Revision as of 09:28, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL
scientific article

    Statements

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

    Identifiers

    Mathematics Subject Classification ID
    91G70
    0 references
    62P05
    0 references
    62M10
    0 references
    zbMATH DE Number
    5759932
    0 references
    OpenAlex ID
    W3123447553
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3577703&oldid=37084214"
    Powered by MediaWiki