Browsing by Subject Multivariate GARCH
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) | Type | Access Type |
|---|---|---|---|---|
| 15-Dec-2021 | Dynamics in stock return volatility and spillover effects: Does firm size matter? | Antunes, Francisco da Silva | Master Thesis | Open Access |
| 6-Dec-2022 | Volatility and spillover effects in stock markets: A multivariate GARCH approach | Marques, Bernardo Rodrigues | Master Thesis | Open Access |