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On spatial contagion and multivariate GARCH models

2014
journal article
article
10.1002/asmb.1977
Journal
Applied Stochastic Models in Business and Industry
Author
Jaworski Piotr

Pitera Marcin
Volume
30
Number
3
Pages
303-327
ISSN
1524-1904
eISSN
1526-4025
Language
English
Journal language
English
Affiliation
Wydział Matematyki i Informatyki : Instytut Matematyki
Scopus© citations
15
cris.lastimport.wos2024-04-10T03:10:18Z
dc.affiliationWydział Matematyki i Informatyki : Instytut Matematykipl
dc.contributor.authorJaworski, Piotrpl
dc.contributor.authorPitera, Marcin - 107421 pl
dc.date.accessioned2014-07-17T11:12:35Z
dc.date.available2014-07-17T11:12:35Z
dc.date.issued2014pl
dc.description.admin[AB]Pitera, Marcin [SAP14004917] 50000140
dc.description.number3pl
dc.description.physical303-327pl
dc.description.volume30pl
dc.identifier.doi10.1002/asmb.1977pl
dc.identifier.eissn1526-4025pl
dc.identifier.issn1524-1904pl
dc.identifier.urihttp://ruj.uj.edu.pl/xmlui/handle/item/113
dc.languageengpl
dc.language.containerengpl
dc.rights.licenceBez licencji otwartego dostępu
dc.subtypeArticlepl
dc.titleOn spatial contagion and multivariate GARCH modelspl
dc.title.journalApplied Stochastic Models in Business and Industrypl
dc.typeJournalArticlepl
dspace.entity.typePublication
cris.lastimport.wos
2024-04-10T03:10:18Z
dc.affiliationpl
Wydział Matematyki i Informatyki : Instytut Matematyki
dc.contributor.authorpl
Jaworski, Piotr
dc.contributor.authorpl
Pitera, Marcin - 107421
dc.date.accessioned
2014-07-17T11:12:35Z
dc.date.available
2014-07-17T11:12:35Z
dc.date.issuedpl
2014
dc.description.admin
[AB]Pitera, Marcin [SAP14004917] 50000140
dc.description.numberpl
3
dc.description.physicalpl
303-327
dc.description.volumepl
30
dc.identifier.doipl
10.1002/asmb.1977
dc.identifier.eissnpl
1526-4025
dc.identifier.issnpl
1524-1904
dc.identifier.uri
http://ruj.uj.edu.pl/xmlui/handle/item/113
dc.languagepl
eng
dc.language.containerpl
eng
dc.rights.licence
Bez licencji otwartego dostępu
dc.subtypepl
Article
dc.titlepl
On spatial contagion and multivariate GARCH models
dc.title.journalpl
Applied Stochastic Models in Business and Industry
dc.typepl
JournalArticle
dspace.entity.type
Publication
Affiliations
Wydział Matematyki i Informatyki
Pitera, Marcin
No affiliation
Jaworski, Piotr

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