Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
| Year of publication: |
2008
|
|---|---|
| Authors: | Sriananthakumar, Sivagowry ; Silvapulle, Param |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 18.2008, 4, p. 267-274
|