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Multivariate GARCH modeling of sector volatility transmission

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  • Hassan, Syed Aun
  • Malik, Farooq

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  • Hassan, Syed Aun & Malik, Farooq, 2007. "Multivariate GARCH modeling of sector volatility transmission," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(3), pages 470-480, July.
    • Handle: RePEc:eee:quaeco:v:47:y:2007:i:3:p:470-480
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