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Multivariate time-varying parameter modelling for stock markets

Crossref DOI link: https://doi.org/10.1007/s00181-020-01896-2

Published Online: 2020-06-23

Published Print: 2021-08

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Neslihanoglu, Serdar https://orcid.org/0000-0001-8451-8023
Bekiros, Stelios

McColl, John

Lee, Duncan
License Information

Text and Data Mining valid from 2020-06-23

Version of Record valid from 2020-06-23
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Article History

Received: 9 October 2019

Accepted: 29 May 2020

First Online: 23 June 2020