Browsing by Author Conrad, C
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 2010 | Negative volatility spillovers in the unrestricted ECCC-GARCH model | Conrad, C; Karanasos, M |
| 2015 | On the transmission of memory in GARCH-in-mean models | Conrad, C; Karanasos, M |