Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
| Glavni autor: | |
|---|---|
| Daljnji autori: | |
| Format: | Knjiga |
| Jezik: | English |
| Izdano: |
Cambridge, Mass.
National Bureau of Economic Research
2001
|
| Serija: | NBER working paper series
no.8554 |
| Teme: |