A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks (Q5080547)

From MaRDI portal
scientific article; zbMATH DE number 7534737
Language Label Description Also known as
English
A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks
scientific article; zbMATH DE number 7534737

    Statements

    A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks (English)
    0 references
    0 references
    0 references
    31 May 2022
    0 references
    contagion
    0 references
    exchange rates
    0 references
    multivariate GARCH
    0 references
    spillovers
    0 references
    stockmarket indices
    0 references

    Identifiers