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Tests of the constancy of conditional correlations of unknown functional form in multivariate GARCH models
Péguin-Feissolle, Anne
;
Sanhaji, Bilel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 77-101
Persistent link: https://www.econbiz.de/10011592735
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Real exchange rate and productivity in an OLG model
Doan, Thi Hong Thinh
;
Gente, Karine
- In:
Annals of economics and statistics
109/110
(
2013
),
pp. 259-281
Persistent link: https://www.econbiz.de/10009779713
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