GO-GARCH: a multivariate generalized orthogonal GARCH model
| Year of publication: |
2002
|
|---|---|
| Authors: | van der Weide, Roy |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 17.2002, 5, p. 549-564
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