Research on persistence of financial risk and its avoiding strategy (Q3537208)
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scientific article; zbMATH DE number 5370842
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| default for all languages | No label defined |
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| English | Research on persistence of financial risk and its avoiding strategy |
scientific article; zbMATH DE number 5370842 |
Statements
24 November 2008
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volatility persistence
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common persistence
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volatility impulse response function
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multivariate GARCH model
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0.7444389462471008
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0.7216107249259949
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0.6859769821166992
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0.6855573058128357
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0.6826962828636169
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