Efstathios Theocharis | An Analysis of the Joint Macroeconomic Downside Risk of Economies under the GaR Statistic

Additional Metadata
Keywords	joint GaR; GARCH; asymmetry; skewed Student-t; DCC; Copula
Thesis Advisor	Zhou, C.
Persistent URL	hdl.handle.net/2105/60898
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Theocharis, E. (2021, November 15). Efstathios Theocharis \| An Analysis of the Joint Macroeconomic Downside Risk of Economies under the GaR Statistic. Econometrie. Retrieved from http://hdl.handle.net/2105/60898

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