A MULTIVARIATE GARCH MODEL INCORPORATING THE DIRECT AND INDIRECT TRANSMISSION OF SHOCKS Minor Reports and Working Papers uri icon

Overview

Published in

  • Econometric Reviews

Time

Date/time value

  • 2013

Identity

Digital Object Identifier (DOI)

  • 10.1080/07474938.2011.608045

Additional Document Info

Parent Title

  • ECONOMETRIC REVIEWS

Volume

  • 32

Issue

  • 2

Publisher

  • Taylor & Francis Ltd