A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks (Q5080547)
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scientific article; zbMATH DE number 7534737
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks |
scientific article; zbMATH DE number 7534737 |
Statements
A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks (English)
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31 May 2022
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contagion
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exchange rates
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multivariate GARCH
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spillovers
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stockmarket indices
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