Type of publication: Book / Working Paper
Language: English
Notes:
Darolles, Serges and Francq, Christian and Laurent, Sébastien (2018): Asymptotics of Cholesky GARCH models and time-varying conditional betas.
Classification: C5 - Econometric Modeling ; c58
Source:
BASE
Persistent link: https://www.econbiz.de/10015258935