On spatial contagion and multivariate GARCH models

From MaRDI portal
Publication:6570580

DOI10.1002/ASMB.1977MaRDI QIDQ6570580FDOQ6570580


Authors: Piotr Jaworski, Marcin Pitera Edit this on Wikidata


Publication date: 10 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)








Cites Work






This page was built for publication: On spatial contagion and multivariate GARCH models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6570580)