Negative volatility spillovers in the unrestricted ECCC-GARCH model (Q3577703)
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scientific article; zbMATH DE number 5759932
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| English | Negative volatility spillovers in the unrestricted ECCC-GARCH model |
scientific article; zbMATH DE number 5759932 |
Statements
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (English)
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23 July 2010
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0.7925968170166016
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0.7437564730644226
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0.7419127225875854
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0.7396200895309448
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0.7342514991760254
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