ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
| Year of publication: |
2007
|
|---|---|
| Authors: | Scherrer, Wolfgang ; Ribarits, Eva |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 23.2007, 03, p. 464-484
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |