Modelling the riskiness in country risk ratings / Suhejla Hoti, Michael McAleer
Material type:
TextSeries: Contributions to economic analysis, 273Publication details: Amsterdam ; Boston : Elsevier, 2005.Edition: 1st edDescription: xix, 492 p. : ill. ; 23 cmISBN: - 0444518371
- 9780444518378
- 0573-8555
- 338.5 22
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Includes bibliographical references and indexes.
Focussing on the rating system of the international country risk guide, this book analyses various univariate and multivariate risk returns and corresponding symmetric and asymmetric models of conditional volatility, as well as conditional correlations.
oif 17/07/14
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