Estimating VAR-MGARCH models in multiple steps (Q905385)
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scientific article; zbMATH DE number 6532838
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| English | Estimating VAR-MGARCH models in multiple steps |
scientific article; zbMATH DE number 6532838 |
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Estimating VAR-MGARCH models in multiple steps (English)
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19 January 2016
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financial markets
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volatility spillovers
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0.820243775844574
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0.7943500876426697
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0.7918323874473572
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0.7774442434310913
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0.7733860611915588
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