Work

Multivariate time-varying parameter modelling for stock markets

Year: 2020

Type: article

Source: Empirical Economics

DOI: 10.1007/s00181-020-01896-2

Authors: Serdar Neslihanoglu, Stelios Bekiros, John McColl, Duncan Lee

Institutions: Eskişehir Osmangazi University, Wilfrid Laurier University, European University Institute, University of Glasgow

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3038037565

FWCI: 0.964

Cites: 38

Cited by: 6

Related to: 10