Multivariate GARCH Modeling of CDS Return Volatility Transmission in BRIC T Countries


URAL M., DEMİRELİ E.

International Conference on Social Science and Economics (ICSSE), Zürich, Switzerland, 25 December 2015, pp.51-56

  • Publication Type: Conference Paper / Full Text
  • City: Zürich
  • Country: Switzerland
  • Page Numbers: pp.51-56
  • Dokuz Eylül University Affiliated: Yes