A Portfolio Index GARCH model
Year of publication: |
2008
|
---|---|
Authors: | Asai, Manabu ; McAleer, Michael |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 24.2008, 3, p. 449-461
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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