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ARMA-DCC-GARCH Model for the Analysisof Integration Processes by Volatility Spillover Effects in the Capital Markets of the Three Regions

P. 571–580.
Teplova T., Asaturov K.
Language: English

In book

XIV Апрельская международная научная конференция по проблемам развития экономики и общества: в 4-х книгах. Книга 1
XIV Апрельская международная научная конференция по проблемам развития экономики и общества: в 4-х книгах. Книга 1
М.: Издательский дом НИУ ВШЭ, 2014.
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