Negative volatility spillovers in the unrestricted ECCC-GARCH model

Econometric Theory

Volumn 26, Issue 3, 2010, Pages 838-862

  Conrad, Christian ^a   Karanasos, Menelaos ^b  

^a UNIVERSITY OF HEIDELBERG   (Germany)

^b BRUNEL UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77953719312     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466609990120     Document Type: Article

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