Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Fengler, Matthias R. and Herwartz, Helmut (2015): Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models. |
Classification: | C32 - Time-Series Models ; c58 ; F3 - International Finance ; G1 - General Financial Markets |
Source: | BASE |
Persistent link: https://www.econbiz.de/10015252325