Multivariate GARCH Modeling of CDS Return Volatility Transmission in BRIC T Countries
International Conference on Social Science and Economics (ICSSE), Zürich, Switzerland, 25 December 2015, pp.51-56, (Full Text)
- Publication Type: Conference Paper / Full Text
- City: Zürich
- Country: Switzerland
- Page Numbers: pp.51-56
- Dokuz Eylül University Affiliated: Yes