Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
| Hoofdauteur: | |
|---|---|
| Andere auteurs: | |
| Formaat: | Boek |
| Taal: | English |
| Gepubliceerd in: |
Cambridge, Mass.
National Bureau of Economic Research
2001
|
| Reeks: | NBER working paper series
no.8554 |
| Onderwerpen: |