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Sparse multivariate GARCH
Wu, Jianbin
;
Dhaene, Geert
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2016
Persistent link: https://www.econbiz.de/10011707052
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Mixed-frequency multivariate GARCH
Dhaene, Geert
;
Wu, Jianbin
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2016
Persistent link: https://www.econbiz.de/10011707062
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The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707065
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