Testing the hypothesis of contagion using multivariate volatility models
Emerson Fernandes Marçal; Pedro L. Valls Pereira
| Year of publication: |
2008
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|---|---|
| Authors: | Marçal, Emerson Fernandes ; Pereira, Pedro L. Valls |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2125187-3. - Vol. 28.2008, 2, p. 191-216
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| Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Wechselkurs | Exchange rate | Großbritannien | United Kingdom | Ansteckungseffekt | Contagion effect |
| 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/10009627811