An Empirical Study on Supply Chain Risk Contagion Effect Based on VAR-GARCH (1, 1)-BEKK Model

Wenjun Pan, Huida Zhao, Lin Miu. An Empirical Study on Supply Chain Risk Contagion Effect Based on VAR-GARCH (1, 1)-BEKK Model. Wireless Personal Communications, 109(2):761-775, 2019. [doi]

Abstract

Abstract is missing.