On the forecasting accuracy of multivariate GARCH models
| Year of publication: |
2012
|
|---|---|
| Authors: | Laurent, Sébastien ; Rombouts, Jeroen V. K. ; Violante, Francesco |
| Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 27.2012, 6, p. 934-955
|
| Publisher: |
John Wiley & Sons, Ltd. |