Work

Multivariate GARCH modeling of sector volatility transmission

Year: 2007

Type: article

Source: The Quarterly Review of Economics and Finance

DOI: 10.1016/j.qref.2006.05.006

Authors: Syed Aun Hassan, Farooq Malik

Institutions: Morningside College, University of Southern Mississippi

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1966404922

FWCI: 7.688

Cites: 36

Cited by: 158

Related to: 10