Book cover for Modelling the Riskiness in Country Risk Ratings
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Contributions to Economic Analysis
Modelling the Riskiness in Country Risk Ratings
Edited by
S. Hoti
S. Hoti
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Michael McAleer
Michael McAleer
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Author and Other Information
Emerald Group Publishing Limited
Volume
273
DOI:
https://doi.org/10.1108/S0573-8555(2005)273
ISBN electronic:
978-1-84950-832-2
ISBN print:
978-0-44451-837-8
Series ISSN:
0573-8555
Publication date:
2005
Book Chapter

Univariate and Multivariate Estimates of Symmetric and Asymmetric Conditional Volatilities and Conditional Correlations for Risk Returns

By
S. Hoti;
S. Hoti
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This Site
PubMed
Google Scholar
Michael McAleer
Michael McAleer
Search for other works by this author on:
This Site
PubMed
Google Scholar
Author and Other Information
S. Hoti
Michael McAleer
© Emerald Group Publishing Limited
2005
Doi:
https://doi.org/10.1108/S0573-8555(2005)0000273009
  • Published:
    2005

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First page of Univariate and Multivariate Estimates of Symmetric and Asymmetric Conditional Volatilities and Conditional Correlations for Risk Returns
© Emerald Group Publishing Limited
2005
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