Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | Livro |
| Idioma: | English |
| Publicado em: |
Cambridge, Mass.
National Bureau of Economic Research
2001
|
| coleção: | NBER working paper series
no.8554 |
| Assuntos: |