Search Results - subject:"Multivariate heteroskedastic framework"

Aydoğan, Berna; Tunç, Gökçe; Yelkenci, Tezer - In: Eurasian economic review : a journal in applied … 7 (2017) 2, pp. 231-253

Persistent link: https://www.econbiz.de/10011684349

Degiannakis, Stavros; Filis, George; Floros, Christos - In: Journal of International Financial Markets, … 26 (2013) C, pp. 175-191

origin of the oil price shock, is investigated. A time-varying multivariate heteroskedastic framework is employed to test the …

Persistent link: https://www.econbiz.de/10010702737

Degiannakisa, Stavros; Filis, George; Floros, Christos - In: Journal of international financial markets, … 26 (2013), pp. 175-191

Persistent link: https://www.econbiz.de/10010234924