Volatility impulse response analysis for DCC‐GARCH models : The role of volatility transmission mechanisms
| Year of publication: |
2020
|
|---|---|
| Authors: | Gabauer, David |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 39.2020, 5 (05.02.), p. 788-796
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2648 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012189049