Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed- t density approach
Bala, Dahiru A., Takimoto, TaroVolume:
17
Langue:
english
Journal:
Borsa Istanbul Review
DOI:
10.1016/j.bir.2017.02.002
Date:
March, 2017
Fichier:
PDF, 1.37 MB
english, 2017