Multivariate GARCH models: software choice and estimation issues
| Year of publication: |
2003
|
|---|---|
| Authors: | Persand, Gita ; Brooks, Chris ; Burke, Simon P. |
| Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 18.2003, 6, p. 725-734
|
| Publisher: |
John Wiley & Sons, Ltd. |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005252016