Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
Year of publication: |
2011
|
---|---|
Authors: | Long, Xiangdong ; Su, Liangjun ; Ullah, Aman |
Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 29.2011, 1, p. 109-125
|
Publisher: |
American Statistical Association |
Saved in:
freely available
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