Multivariate Volatility and Spillover Effects in Financial Markets

B.S.A. Da Veiga; Michael Mcaleer

Multivariate Volatility and Spillover Effects in Financial Markets

B.S.A. Da Veiga, Michael Mcaleer

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

Original language	English
Title of host publication	Complexity & Integrated Resources Management: Transactions of the 2nd Biennial Meeting of the International Environmenta
Editors	Pahl-Wosti, C., Schmidt, S., Rizzoli, A., A. Jakeman
Place of Publication	Switzerland
Publisher	International Environmental Modelling & Software Society
Pages	1442-1448
Volume	3
Edition	Osnabruck, Germany
ISBN (Print)	8890075715
Publication status	Published - 2004
Event	Multivariate Volatility and Spillover Effects in Financial Markets - Osnabruck, Germany Duration: 1 Jan 2004 → …

Conference

Conference	Multivariate Volatility and Spillover Effects in Financial Markets
Period	1/01/04 → …

Cite this

Da Veiga, B. S. A., & Mcaleer, M. (2004). Multivariate Volatility and Spillover Effects in Financial Markets. In Pahl-Wosti, C., Schmidt, S., Rizzoli, A., & A. Jakeman (Eds.), Complexity & Integrated Resources Management: Transactions of the 2nd Biennial Meeting of the International Environmenta (Osnabruck, Germany ed., Vol. 3, pp. 1442-1448). International Environmental Modelling & Software Society.

Da Veiga, B.S.A. ; Mcaleer, Michael. / Multivariate Volatility and Spillover Effects in Financial Markets. Complexity & Integrated Resources Management: Transactions of the 2nd Biennial Meeting of the International Environmenta. editor / Pahl-Wosti ; C. ; Schmidt ; S. ; Rizzoli ; A. ; A. Jakeman. Vol. 3 Osnabruck, Germany. ed. Switzerland : International Environmental Modelling & Software Society, 2004. pp. 1442-1448

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Da Veiga, BSA & Mcaleer, M 2004, Multivariate Volatility and Spillover Effects in Financial Markets. in Pahl-Wosti, C., Schmidt, S., Rizzoli, A. & A Jakeman (eds), Complexity & Integrated Resources Management: Transactions of the 2nd Biennial Meeting of the International Environmenta. Osnabruck, Germany edn, vol. 3, International Environmental Modelling & Software Society, Switzerland, pp. 1442-1448, Multivariate Volatility and Spillover Effects in Financial Markets, 1/01/04.

Multivariate Volatility and Spillover Effects in Financial Markets. / Da Veiga, B.S.A.; Mcaleer, Michael.
Complexity & Integrated Resources Management: Transactions of the 2nd Biennial Meeting of the International Environmenta. ed. / Pahl-Wosti; C.; Schmidt; S.; Rizzoli; A.; A. Jakeman. Vol. 3 Osnabruck, Germany. ed. Switzerland: International Environmental Modelling & Software Society, 2004. p. 1442-1448.

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

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Da Veiga BSA, Mcaleer M. Multivariate Volatility and Spillover Effects in Financial Markets. In Pahl-Wosti, C., Schmidt, S., Rizzoli, A., Jakeman A, editors, Complexity & Integrated Resources Management: Transactions of the 2nd Biennial Meeting of the International Environmenta. Osnabruck, Germany ed. Vol. 3. Switzerland: International Environmental Modelling & Software Society. 2004. p. 1442-1448