Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
| Year of publication: |
2011
|
|---|---|
| Authors: | Long, Xiangdong ; Su, Liangjun ; Ullah, Aman |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 29.2011, 1, p. 109-125
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008783940