1 research outputs found
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH
- Author
- A Anand
- A Beber
- A Lewbel
- A Manconi
- A Mian
- A N Berger
- A Pais
- A Shleifer
- A Silvennoinen
- A Silvennoinen
- B Bernanke
- B Eichengreen
- C A Sims
- C Brownlees
- C Brunetti
- C Favero
- C Gourieroux
- C Granger
- C Grazzini
- C M Jarque
- C M Jarque
- D Furceri
- D M Bates
- D Van Dijk
- De Hass
- E Garcia-Appendini
- E Sentana
- F A Longstaff
- F Caccioli
- F Diebold
- F Mishkin
- G A F Seber
- G Bekaert
- G Coenen
- G Gorton
- G M Caporale
- G Milunovich
- George Milunovich
- H Pesaran
- H Tong
- I Ben-David
- J A C Santos
- J Bai
- J Driessen
- J Geanakoplos
- J P A M Jacobs
- K Forbes
- M Caporin
- M Dungey
- M Dungey
- M Dungey
- M Dungey
- M Dungey
- M Guidolin
- M J Hinich
- M Lanne
- M M Cornett
- Mardi H. Dungey
- Minxian Yang
- N Frank
- N J Dick
- N M Boyson
- O J Blanchard
- O J Blanchard
- R C Jung
- R Duchin
- R Fahlenbrach
- R Fry
- R Hall
- R Klein
- R Rigobon
- R S Tsay
- R Stanton
- S Ceccheti
- S Contessi
- S Kalemili-Ozcan
- Susan Thorp
- T Bollerslev
- T Ter�svirta
- W A Brock
- Y Demyank
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study