Boudt, Kris (contributor); Croux, Christophe (contributor) - 2007
Boudt and Christophe Croux
DEPARTMENT OF DECISION SCIENCES AND INFORMATION MANAGEMENT (KBI)
Faculty of Economics and Applied … Economics
KBI 0727
Robust M-Estimation of Multivariate
Conditionally Heteroscedastic Time Series
Models with Elliptical … Innovations
Kris Boudt⁄ Christophe Croux
Faculty of Economics and Management, K.U.Leuven, Belgium
Abstract
This paper proposes new …