On spatial contagion and multivariate GARCH models

Tytuł:

Czasopismo:

Applied Stochastic Models in Business and Industry

Rok:

2014

Opis:

(Article first published online 25 APR 2013)

Strony:

303-327

Tom (seria wydawnicza):

30, Issue 3

Numer DOI:

10.1002/asmb.1977

Link:

http://onlinelibrary.wiley.com/doi/10.1002/asmb.1977/full