## Abstract This paper surveys the most important developments in multivariate ARCHβtype modelling. It reviews the model specifications and inference methods, and identifies likely directions of future research. Copyright Β© 2006 John Wiley & Sons, Ltd.
On spatial contagion and multivariate GARCH models
β Scribed by Jaworski, Piotr; Pitera, Marcin
- Book ID
- 120386619
- Publisher
- John Wiley and Sons
- Year
- 2013
- Tongue
- English
- Weight
- 532 KB
- Volume
- 30
- Category
- Article
- ISSN
- 1524-1904
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