GARCH FOR GROUPS - A round-up of recent developments in Garch techniques for estimating correlation.
| Year of publication: |
1996
|
|---|---|
| Authors: | Engle, Robert ; Mezrich, Joseph |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 9.1996, 8, p. 36-40
|