A component GARCH model with time varying weights
| Authors: | BAUWENS, Luc ; STORTI, Giuseppe |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Studies in Nonlinear Dynamics & Econometrics, 13(2), 1-31, 2009 Number -2125 |
| Other identifiers: | 10.2202/1558-3708.1512 [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10010927640