Type of publication: Book / Working Paper
Language: English
Notes:
Francq, Christian and Sucarrat, Genaro (2015): Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns.
Classification: C13 - Estimation ; C22 - Time-Series Models ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; c58
Source:
BASE
Persistent link: https://www.econbiz.de/10015249356