Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
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In: Econometrics, Band 11, Ausgabe 1, 2023
- Classification
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Wirtschaft
- Event
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Veröffentlichung
- (where)
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Berlin
- (who)
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Humboldt-Universität zu Berlin
- (when)
-
2023
- Creator
- DOI
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10.3390/econometrics11010005
- URN
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urn:nbn:de:kobv:11-110-18452/26913-1
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
- 14.08.2025, 11:00 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Hall, Anthony
- Silvennoinen, Annastiina
- Teräsvirta, Timo
- Humboldt-Universität zu Berlin
Time of origin
- 2023
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