Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Sivagowry Sriananthakumar and Param Silvapulle
| Year of publication: |
2008
|
|---|---|
| Authors: | Sriananthakumar, Sivagowry ; Silvapulle, Paramsothy |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 18.2008, 4/6, p. 267-273
|
| Subject: | ARCH-Modell | ARCH model | Korrelation | Correlation | Heteroskedastizität | Heteroscedasticity | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Statistischer Test | Statistical test | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003739092