Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
| Year of publication: |
2011
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|---|---|
| Authors: | Long, Xiangdong ; Su, Liangjun ; Ullah, Aman |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 29.2011, 1, p. 109-126
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