Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations

descriptionPublicationkeyboard_double_arrow_right Article 01 Jun 2005 English Publisher:Elsevier BVJournal:Mathematics and Computers in Simulation, volume 69, pages 46-56 (issn: 0378-4754,

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Authors: Suhejla Hoti; Michael McAleer; Felix Chan;

doi: 10.1016/j.matcom.2005.02.018

Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations

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Abstract

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Related Organizations

University of Western Australia
Australia

Keywords

Atmospheric carbon dioxide concentration, Ecology, Multivariate conditional volatility models, Asymmetry, Spillovers, Meteorology and atmospheric physics, Shocks

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