Time-varying betas in Central and Eastern European markets: a bivariate BEKK GARCH approach

Author: Anton Sorin Gabriel  

Publisher: Inderscience Publishers

ISSN: 1752-0452

Source: International Journal of Economic Policy in Emerging Economies, Vol.6, Iss.2, 2013-08, pp. : 107-121

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract