Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility
| Year of publication: |
2009
|
|---|---|
| Authors: | Mcaleer, Michael ; Hoti, Suhejla ; Chan, Felix |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 28.2009, 5, p. 422-440
|