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

Victor Pontines, reza siregar

    Research output: Contribution to journalArticlepeer-review

    4 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)745-752
    Number of pages8
    JournalApplied Financial Economics
    Volume19
    Issue number9
    Publication statusPublished - 2009

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