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Chapter title |
Estimating Time-Varying Systematic Risk by Using Multivariate GARCH
|
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Chapter number | 16 |
Book title |
Uncertainty Analysis in Econometrics with Applications
|
Published by |
Springer, Berlin, Heidelberg, January 2013
|
DOI | 10.1007/978-3-642-35443-4_16 |
Book ISBNs |
978-3-64-235442-7, 978-3-64-235443-4
|
Authors |
Muttalath Kridsadarat |