Title of article

A structural GARCH model: An application on South African data

Author/Authors

W.A. de Wet، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2006

Pages

17

From page

775

To page

791

Keywords

Volatility , Simultaneity , Identification , Structural GARCH

Journal title

Economic Modelling

Serial Year

2006

Journal title

Economic Modelling

Record number

227754