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~person:"Bollerslev, Tim"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
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