Type of publication: Book / Working Paper
Language: English
Notes:
Jin, Xin and Maheu, John M (2014): Modeling Covariance Breakdowns in Multivariate GARCH.
Classification: C32 - Time-Series Models ; c58 ; G1 - General Financial Markets
Source:
BASE
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015242070