Comment on ‘‘Modelling nonlinear comovements between time series”
نویسنده
چکیده
This paper comments on the multivariate GARCH modeling of federal funds and the 3-month Treasury bill rate by Kyrtsou and Vorlow. 2008 Elsevier Inc. All rights reserved. JEL classification: G0; C4
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تاریخ انتشار 2009