Reference health
A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks
4 of 32 checkable references need attention · checked 2026-08-27
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.2307/1392266
does not resolve to a known work10.2307/1391368
does not resolve to a known work10.2307/1392517
does not resolve to a known work10.2307/2965433
The 28 checked references that resolve
resolves10.1016/j.csda.2009.03.018
Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion
resolves10.2307/1925546
A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
resolves10.2307/2109358
Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model
resolves10.1016/s0261-5606(01)00007-9
Jumps and time-varying correlations in daily foreign exchange rates
resolves10.1016/j.jimonfin.2007.06.005
Dynamic correlation analysis of financial contagion: Evidence from Asian markets
resolves10.1016/0261-5606(93)90004-u
A geographical model for the daily and weekly seasonal volatility in the foreign exchange market
resolves10.1002/jae.3950040102
The dynamics of exchange rate volatility: A multivariate latent factor ARCH model
resolves10.1002/jae.584
A multivariate latent factor decomposition of international bond yield spreads
resolves10.1016/s0022-1996(01)00139-8
Is the international propagation of financial shocks non-linear?
resolves10.1111/j.1468-0262.2004.00541.x
Likelihood-Based Estimation of Latent Generalized ARCH Structures
resolves10.1111/0022-1082.00494
No Contagion, Only Interdependence: Measuring Stock Market Comovements
resolves10.1007/s007800050018
From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
resolves10.1162/003465398557447
Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching
resolves10.1162/003465303322369803
The Global Transmission of Volatility in the Foreign Exchange Market
resolves10.1016/s0304-4076(01)00051-3
Identification, estimation and testing of conditionally heteroskedastic factor models
resolves10.1016/j.ijforecast.2008.06.003
Exponentially weighted information criteria for selecting among forecasting models
resolves10.1198/073500102288618496
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
resolves10.1198/016214504000002005
A Penalized Nonparametric Maximum Likelihood Approach to Species Richness Estimation
resolves10.1111/j.1540-6261.2005.00733.x
Asymmetric Price Movements and Borrowing Constraints: A Rational Expectations Equilibrium Model of Crises, Contagion, and Confusion
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