Karanasos, Menelaos; Paraskevopoulos, Alexandros G.; … - In: Journal of Empirical Finance 29 (2014) C, pp. 113-128
daily data from several key stock market indices, the results of our bivariate GARCH models show the existence of time … independent interest. In particular, we provide the general solution for time varying asymmetric GARCH specifications, which is a …