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Empirical Analysis of Volatility and Co-movements in Serbian Frontier Financial Market: MGARCH Approach Cover

Empirical Analysis of Volatility and Co-movements in Serbian Frontier Financial Market: MGARCH Approach

South East European Journal of Economics and Business
Volume 5 (2010): Issue 1 (April 2010)
By: Jelena Minović  
Open Access
|Jun 2011

Authors

Jelena Minović

DOI: https://doi.org/10.2478/v10033-010-0004-5 | Journal eISSN: 2233-1999
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Language: English
Page range: 39 - 55
Published on: Jun 7, 2011
Published by: University of Sarajevo
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
Volatility,
conditional covariance,
multivariate GARCH models,
maximum likelihood estimation,
two-step estimation
Related subjects:
Business and economics,
Business management,
Business management, other,
Political economics,
Political economics, other

© 2011 Jelena Minović, published by University of Sarajevo
This work is licensed under the Creative Commons License.

Volume 5 (2010): Issue 1 (April 2010)