Flexible Multivariate GARCH Modeling with an Application to International Stock Markets
| Year of publication: |
2003
|
|---|---|
| Authors: | Ledoit, Olivier ; Santa-Clara, Pedro ; Wolf, Michael |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 85.2003, 3, p. 735-747
|