Estimating VAR-MGARCH models in multiple steps
| Year of publication: |
2012-03
|
|---|---|
| Authors: | Fernández, M. Angeles Carnero ; Eratalay, M. Hakan |
| Institutions: | Instituto Valenciano de Investigaciones Económicas (IVIE) |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published by Ivie 1 pages |
| Source: |
Persistent link: https://www.econbiz.de/10010540182