Open AccessThe Study of Interdependence Between Capital and Currency Markets Using Multivariate GARCH Models
Author(s) -
Tomasz Chruściński
Publication year - 2009
Publication title -
dynamic econometric models
Language(s) - English
Resource type - Journals
eISSN - 2450-7067
pISSN - 1234-3862
DOI - 10.12775/dem.2009.011
Subject(s) - multivariate statistics , currency , stock exchange , autoregressive conditional heteroskedasticity , stock (firearms) , econometrics , economics , financial economics , multivariate analysis , monetary economics , business , finance , mathematics , statistics , geography , volatility (finance) , archaeology