The Copula ADCC-GARCH model can help PIIGS to fly
Miralles-Quirós, José Luis, Miralles-Quirós, María del MarLanguage:
english
Journal:
Journal of International Financial Markets, Institutions and Money
DOI:
10.1016/j.intfin.2017.08.013
Date:
September, 2017
File:
PDF, 525 KB
english, 2017