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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 - 2000
Persistent link: https://www.econbiz.de/10001534279
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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 - 2001 - Rev.
Persistent link: https://www.econbiz.de/10001626756
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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
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Testing constancy of correlation with an application to international equity returns
Bera, Anil K.; Kim, Sangwhan - 1996
Persistent link: https://www.econbiz.de/10000959739
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Optimal portfolio diversification using the maximum entropy principle
Bera, Anil K.; Park, Sung Y. - In: Econometric reviews 27 (2008) 4/6, pp. 484-512
Persistent link: https://www.econbiz.de/10003761320