Title of article :
Asymmetric volatility spillovers in deutsche mark exchange rates
Author/Authors :
N. T. Laopodis، نويسنده ,
Pages :
18
From page :
413
To page :
430
Keywords :
Asymmetry , Multivariate exponential GARCH , Volatility spillover mechanism
Journal title :
Astroparticle Physics
Record number :
230704
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=230704
