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Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach.
Ling Xiao
Gurjeet Dhesi
Eduard Gabriel Ceptureanu
Kevin Lin
Claudiu Herteliu
Babar Syed
Sebastian Ion Ceptureanu
Published in:
Soft Comput. (2020)
Keyphrases
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real estate
data transmission
regression model
exchange rate
multivariate data
early warning
statistical tests
financial crisis
financial markets
mixed data
data sets
genetic algorithm
long term
end to end
garch model
futures market