Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure

Victor Pontines, reza siregar

Research output: Contribution to journal › Article › peer-review

8 Citations (Scopus)

Original language	English
Pages (from-to)	745-752
Number of pages	8
Journal	Applied Financial Economics
Volume	19
Issue number	9
Publication status	Published - 2009

Cite this

@article{3f657dc95aee4453b289c655b1fff3bb,

title = "Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure",

author = "Victor Pontines and reza siregar",

year = "2009",

language = "English",

volume = "19",

pages = "745--752",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Routledge, Taylor & Francis",

number = "9",

}