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An impulse-response function for a VAR with multivariante GARCH-in-Mean that incorporates direct and indirect transmission of shocks
Chua, Chew Lian; Suardi, Sandy; Tsiaplias, Sarantis - In: Economics letters 117 (2012) 2, pp. 452-454
Persistent link: https://www.econbiz.de/10009674716
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An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks
Chua, Chew Lian; Suardi, Sandy; Tsiaplias, Sarantis - In: Economics letters 117 (2012) 2, pp. 452-455
Persistent link: https://www.econbiz.de/10010021560
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A portfolio model estimator
Lim, G. C. - In: Economics letters 8 (1981) 3, pp. 247-253
Persistent link: https://www.econbiz.de/10002244198