Work

A Test for Time-Varying Smooth Transition Conditional Covariance Models in Multivariate Time Series

Year: 2025

Type: article

Source: Studies in Nonlinear Dynamics and Econometrics

DOI: 10.1515/snde-2023-0109

Author: Bilel Sanhaji

Institution: Université Paris 8

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4409408075

FWCI:

Cites: 31

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Related to: 10