Work

Multivariate Volatility and Spillover Effects in Financial Markets

Year: 2004

Type: conference-paper

Source: UWA Profiles and Research Repository (UWA)

Authors: B.S.A. Da Veiga, Michael McAleer

Institution: The University of Western Australia

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2589427338

FWCI: 2.163

Cites: 13

Cited by: 12

Related to: 10