"Assessing Spillover Dynamics: A Diagonal BEKK GARCH Analysis of ..."

Haoyang Yu (2024)

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DOI: 10.1109/ICDCSW63686.2024.00029

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type: Conference or Workshop Paper

metadata version: 2024-09-21

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Haoyang Yu:
Assessing Spillover Dynamics: A Diagonal BEKK GARCH Analysis of Interactions Among the Crypto Market and Systemically Significant Industries with a Historical Nexus to Financial Crises. ICDCSW 2024: 161-169

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