Multivariate GARCH models : software choice and estimation issues
Simon P. Burke, Gita Persand and Gita Persand
| Year of publication: |
2003
|
|---|---|
| Authors: | Brooks, Chris ; Burke, Simon P. ; Persand, Gita |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 18.2003, 6, p. 725-734
|
| Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Software |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001843509