Works matching IS 08837252 AND DT 2006 AND VI 21 AND IP 1


Results: 6
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    Multivariate GARCH models: a survey.

    Published in:
    Journal of Applied Econometrics, 2006, v. 21, n. 1, p. 79, doi. 10.1002/jae.842
    By:
    • Bauwens, Luc;
    • Laurent, Sébastien;
    • Rombouts, Jeroen V. K.
    Publication type:
    Article
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