Matrix exponential GARCH
| Year of publication: |
2006
|
|---|---|
| Authors: | Kawakatsu, Hiroyuki |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 134.2006, 1, p. 95-128
|
| Publisher: |
Elsevier |