Browsing by Subject GARCH model
Showing results 4 to 6 of 6
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Issue Date | Title | Author(s) |
---|---|---|
13-Dec-2016 | Macro news and exchange rates in the BRICS | Caporale, GM; Spagnolo, F; Spagnolo, N |
2010 | Negative volatility spillovers in the unrestricted ECCC-GARCH model | Conrad, C; Karanasos, M |
2011 | Stock market and economic growth: Evidence from three CEECs | Caporale, GM; Spagnolo, N |