Munich Personal RePEc Archive

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
Jump to: 72197
Number of items: 1.

72197

Fengler, Matthias R. and Herwartz, Helmut (2015): Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models.

This list was generated on Tue Nov 12 22:55:15 2019 CET.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.