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Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications
Diamantopoulos, K.; Vrontos, I. D. - In: Computational economics 35 (2009) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10008343012
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A student-t full factor multivariate GARCH model
Diamantopoulos, K.; Vrontos, I. D. - In: Computational economics 35 (2010) 1, pp. 63-83
Persistent link: https://www.econbiz.de/10003934139