Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach

ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.net/journal/tel
E-mail: [email protected]

Citations

"Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach"
written by Hira Aftab, Rabiul Alam Beg, Sizhong Sun, Zhangyue Zhou,
published by Theoretical Economics Letters, Vol.9 No.1, 2019

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