THEORICAL AND EMPRICAL PROPERTIES OF DYNAMIC CONDITIONAL CORRELATION MULTIVARIATE GARCH

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ENGLE ROBERT F.; SHEPPARD KEVIN

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Journal: JOURNAL OF NATIONAL BUREAU OF ECONOMIC RESEARCH Year:2001 | Volume:- | Issue:- Page(s): 0-0

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Information Journal Paper

Title

THEORICAL AND EMPRICAL PROPERTIES OF DYNAMIC CONDITIONAL CORRELATION MULTIVARIATE GARCH

Author(s)

ENGLE ROBERT F. | SHEPPARD KEVIN

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Abstract

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VOLATILITY TRANSMISSION ANALYSIS AMONG THE STOCK MARKETS, CASE STUDY, IRAN, TURKEY AND UAE STOCK MARKETS

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APA: Copy

ENGLE ROBERT, F., & SHEPPARD, KEVIN. (2001). THEORICAL AND EMPRICAL PROPERTIES OF DYNAMIC CONDITIONAL CORRELATION MULTIVARIATE GARCH. JOURNAL OF NATIONAL BUREAU OF ECONOMIC RESEARCH, -(-), 0-0. SID. https://sid.ir/paper/623959/en

Vancouver: Copy

ENGLE ROBERT F., SHEPPARD KEVIN. THEORICAL AND EMPRICAL PROPERTIES OF DYNAMIC CONDITIONAL CORRELATION MULTIVARIATE GARCH. JOURNAL OF NATIONAL BUREAU OF ECONOMIC RESEARCH[Internet]. 2001;-(-):0-0. Available from: https://sid.ir/paper/623959/en

IEEE: Copy

F. ENGLE ROBERT, and KEVIN SHEPPARD, “THEORICAL AND EMPRICAL PROPERTIES OF DYNAMIC CONDITIONAL CORRELATION MULTIVARIATE GARCH,” JOURNAL OF NATIONAL BUREAU OF ECONOMIC RESEARCH, vol. -, no. -, pp. 0–0, 2001, [Online]. Available: https://sid.ir/paper/623959/en

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