Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
Antonakakis, N.; Chatziantoniou, I.; Gabauer, D. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. J. Risk Financial Manag. 2020, 13, 84. https://doi.org/10.3390/jrfm13040084
Antonakakis N, Chatziantoniou I, Gabauer D. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. Journal of Risk and Financial Management. 2020; 13(4):84. https://doi.org/10.3390/jrfm13040084
Chicago/Turabian StyleAntonakakis, Nikolaos, Ioannis Chatziantoniou, and David Gabauer. 2020. "Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions" Journal of Risk and Financial Management 13, no. 4: 84. https://doi.org/10.3390/jrfm13040084