NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL
- 期刊名称Econometric Theory
- 作者Conrad, Christian; Karanasos, Menelaos
- 卷第26卷
- 期第3期
- 印刷ISSN0266-4666
- 电子ISSN1469-4360
- 文件大小273.45KB
- 发表时间2010-6
- DOI10.1017/s0266466609990120
- 页码838-862
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