Mulivariate Volatility Impulse Response Analysis of GFC News Events

DE Allen, Michael McAleer, R Powell, AK Singh

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages26
EditionEI report reeks EI2015-22
Publication statusPublished - 2015

Publication series

SeriesEI report reeks

Research programs

  • EUR ESE 31

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