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Q4217813 - MaRDI portal

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scientific article; zbMATH DE number 1222303
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scientific article; zbMATH DE number 1222303

    Statements

    author
    Kenneth F. Kroner
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    Victor K. Ng
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    publication date
    8 March 1999
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    zbMATH Keywords
    volatility spillovers
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    dynamic covariances
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    stock return volatility
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    moment test
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    multivariate GARCH
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    Identifiers

    zbMATH DE Number
    1222303
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