Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis

✍ Scribed by Monica Billio; Massimiliano Caporin

• Book ID: 106301915
• Publisher: Springer
• Year: 2005
• Tongue: English
• Weight: 204 KB
• Volume: 14
• Category: Article
• ISSN: 1613-981X
• DOI: 10.1007/s10260-005-0108-8