Multivariate GARCH models: a survey
| Authors: | BAUWENS, Luc ; LAURENT, Sébastien ; ROMBOUTS, Jeroen VK |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Applied Econometrics, 21, 79-109, 2006 Number 1847 |
| Other identifiers: | 10.1002/jae.842 [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10010675470