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person:"Rombouts, Jeroen V. K."
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"ProQuest Ebook Central"
~person:"Francq, Christian"
~subject:"Schätzung"
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Rombouts, Jeroen V. K.
Francq, Christian
Ghysels, Eric
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
ProQuest Ebook Central
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Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
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