TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS‐SPECTRUM APPROACH
| Year of publication: |
2011
|
|---|---|
| Authors: | McCloud, Nadine ; Hong, Yongmiao |
| Published in: |
International Economic Review. - Department of Economics. - Vol. 52.2011, 4, p. 991-1037
|
| Publisher: |
Department of Economics |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010986635