Univariate and Multivariate Estimates of Symmetric and Asymmetric Conditional Volatilities and Conditional Correlations for Risk Returns
Modelling the Riskiness in Country Risk Ratings
ISBN: 978-0-44451-837-8, eISBN: 978-1-84950-832-2
Publication date: 23 April 2005
Citation
Hoti, S. and McAleer, M. (2005), "Univariate and Multivariate Estimates of Symmetric and Asymmetric Conditional Volatilities and Conditional Correlations for Risk Returns", Hoti, S. and McAleer, M. (Ed.) Modelling the Riskiness in Country Risk Ratings (Contributions to Economic Analysis, Vol. 273), Emerald Group Publishing Limited, Leeds, pp. 349-469. https://doi.org/10.1108/S0573-8555(2005)0000273009
Publisher
:Emerald Group Publishing Limited
Copyright © 2005, Emerald Group Publishing Limited