Author: Bianchi Carluccio De Giuli Maria Elena Fantazzini Dean Maggi Mario
Publisher: Routledge Ltd
ISSN: 1466-4305
Source: Applied Financial Economics, Vol.21, Iss.21, 2011-11, pp. : 1587-1597
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Dependence structure among international stock markets: a GARCH–copula analysis
Applied Financial Economics, Vol. 23, Iss. 23, 2013-12 ,pp. :
Sampling properties of criteria for evaluating GARCH volatility forecasts
By Ulu Yasemin
Applied Financial Economics, Vol. 17, Iss. 8, 2007-05 ,pp. :