Ling Xiao, Gurjeet Dhesi, Eduard Gabriel Ceptureanu, Kevin Lin, Claudiu Herteliu, Babar Syed, Sebastian Ion Ceptureanu. Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach. Soft Comput., 24(18):13871-13878, 2020. [doi]
@article{XiaoDCLHSC20,
title = {Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach},
author = {Ling Xiao and Gurjeet Dhesi and Eduard Gabriel Ceptureanu and Kevin Lin and Claudiu Herteliu and Babar Syed and Sebastian Ion Ceptureanu},
year = {2020},
doi = {10.1007/s00500-020-04772-4},
url = {https://doi.org/10.1007/s00500-020-04772-4},
researchr = {https://researchr.org/publication/XiaoDCLHSC20},
cites = {0},
citedby = {0},
journal = {Soft Comput.},
volume = {24},
number = {18},
pages = {13871-13878},
}