✦ LIBER ✦
An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks
✍ Scribed by Chew Lian Chua; Sandy Suardi; Sarantis Tsiaplias
- Book ID
- 118144538
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 196 KB
- Volume
- 117
- Category
- Article
- ISSN
- 0165-1765
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