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~isPartOf:"CORE discussion paper : DP"
~person:"Laurent, Sébastien"
~subject:"Multivariate analysis"
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Multivariate analysis
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Laurent, Sébastien
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CORE discussion paper : DP
CIRANO - Scientific Publications 2009s-45
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Journal of applied econometrics
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Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
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2009
Persistent link: https://www.econbiz.de/10003850918
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Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
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2003
Persistent link: https://www.econbiz.de/10001791482
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