Modeling the conditional covariance between stock and bond returns : A multivariate GARCH approach
| Year of publication: |
2004
|
|---|---|
| Authors: | de Goeij, P. C. ; Marquering, W. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of Financial Econometrics (2004), v.2, nr.1, p.531-564 |
| Source: |
Persistent link: https://www.econbiz.de/10011090234