Testing the hypothesis of contagion using multivariate volatility models
Emerson Fernandes Marçal; Pedro L. Valls Pereira
| Year of publication: |
2008
|
|---|---|
| Authors: | Marçal, Emerson Fernandes ; Pereira, Pedro L. Valls |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro, ISSN 1980-2447, ZDB-ID 21251873. - Vol. 28.2008, 2, p. 191-216
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010077046