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Subject: GARCH Document Type: Artículo

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Title: Conditional dependence un NAFTA Block: GARCH model and Copula approach / Dependencia condicional en el bloque TLCAN : un análisis con modelos GARCH y Cópula
Author: Sosa Castro, Miriam / Bucio Pacheco, Christian / Cabello Rosales, Alejandra
Language: Español
Repository: 15
Subject: Conditional Dependence / NAFTA / GARCH / Copula / Contagion Effect / Dependencia Condicional / TLCAN / Cópula / Efecto Contagio
Title: The kidnapping of Europe: High-order moments' transmission between developed and emerging markets
Author: Del Brio, E. / Mora-Valencia, A. / Perote, J.
Language: Inglés
Repository: 21
Subject: Global financial crisis / SNP-DCC model / GARCH / High-order moment spillovers / Tail dependence

Acceder
Title: The kidnapping of Europe: High-order moments' transmission between developed and emerging markets
Author: Del Brio, E. / Mora-Valencia, A. / Perote, J.
Language: Inglés
Repository: 21
Subject: Global financial crisis / SNP-DCC model / GARCH / High-order moment spillovers / Tail dependence

Acceder

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