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Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Bera, Anil K.; Kim, Sangwhan - In: Journal of empirical finance 9 (2002) 2, pp. 171-195
Persistent link: https://www.econbiz.de/10001655807
Cover Image
Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Bera, Anil K.; Kim, Sangwhan - In: Journal of empirical finance 9 (2002) 2, pp. 171-196
Persistent link: https://www.econbiz.de/10007236727