A volatility impulse response analysis applying multivariate GARCH models and news events around the GFC

MLA

A Volatility Impulse Response Analysis Applying Multivariate GARCH Models and News Events around the GFC. Jan. 2015. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsair&AN=edsair.od......1231..6cb870acfa7eeefdc20466ae84dd7ef6&authtype=sso&custid=ns315887.

APA

A volatility impulse response analysis applying multivariate GARCH models and news events around the GFC. (2015).

Chicago

“A Volatility Impulse Response Analysis Applying Multivariate GARCH Models and News Events around the GFC.” 2015, January. http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsair&AN=edsair.od......1231..6cb870acfa7eeefdc20466ae84dd7ef6&authtype=sso&custid=ns315887.