AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE
| Year of publication: |
2004
|
|---|---|
| Authors: | He, Changli ; Ter svirta, Timo |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 20.2004, 05, p. 904-926
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |