Stock markets volatility spillovers during financial crises : a DCC-MGARCH with Skew-t approach

著者

• Bala, Dahiru A.
• Takimoto, Taro

書誌事項

Stock markets volatility spillovers during financial crises : a DCC-MGARCH with Skew-t approach

Bala, Dahiru A. and Takimoto, Taro

（Discussion paper series, no. 2016-4）

Faculty of Economics, Kyushu University, 2016

注記

Includes bibliographical references (p. 33-36)

詳細情報

• NII書誌ID(NCID): BB22016989
• 出版国コード: ja
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Fukuoka
• ページ数/冊数: 42 p.
• 大きさ: 30 cm
• 親書誌ID:
  • BA48453314