Testing for a Common Volatility Process and Information Spilovers in Bivariate Financial Time Series Models

J Chen, M Kobayashi, Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageEnglish
Place of PublicationRotterdam
Number of pages35
EditionEI report serie EI2016-16
Publication statusPublished - 2016

Publication series

SeriesEI report serie
VolumeEI2016-16

Research programs

  • EUR ESE 31

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