Generalized impulse response functions for VAR-GARCH-M models

Authors
Polasek, W Lei, R
Citation
W. Polasek et R. Lei, Generalized impulse response functions for VAR-GARCH-M models, ST CLASS D, 2000, pp. 299-311
Categorie Soggetti
Current Book Contents
Journal title
DATA ANALYSIS → ACNP
Year of publication
2000
Pages
299 - 311
Database
ISI
SICI code