Browsing by Subject Asymmetric BEKK GARCH model
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 2024 | COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies | Walid Mensi; Khamis Hamed Al-Yahyaee; Xuan Vinh Vo; Sang Hoon Kang |

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