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The ultimate trade-off
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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
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McAleer, Michael
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Powell, Robert
; …
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2015
Persistent link: https://www.econbiz.de/10011432589
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Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2016
Persistent link: https://www.econbiz.de/10011823323
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Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
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McAleer, Michael
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2017
Persistent link: https://www.econbiz.de/10011734887
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