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Journal of forecasting
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
166
University of St. Gallen Department of Economics working paper series 2007
45
University of St. Gallen Department of Economics working paper series 2009
33
University of St. Gallen Department of Economics working paper series 2010
33
University of St. Gallen Department of Economics working paper series 2002
29
University of St. Gallen Department of Economics working paper series 2006
27
University of St. Gallen Department of Economics working paper series 2005
25
University of St. Gallen Department of Economics working paper series 2008
25
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
21
University of St. Gallen Department of Economics working paper series 2003
20
University of St. Gallen Department of Economics working paper series 2004
19
Working Paper
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Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
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Discussion paper / University of St. Gallen, Department of Economics
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Journal of Financial Econometrics
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Average conditional correlation and tree structures for multivariate GARCH models
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of forecasting
25
(
2006
)
8
,
pp. 579
Persistent link: https://www.econbiz.de/10007393853
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Average conditional correlation and tree structures for multivariate GARCH models
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of forecasting
25
(
2006
)
8
,
pp. 579-600
Persistent link: https://www.econbiz.de/10003402058
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