Multivariate GARCH models and their Estimation
Year of publication: |
2002-07-01
|
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Authors: | Bauwens, L. ; Laurent, S. ; Peters, J.P. ; Rombouts, J. |
Institutions: | Society for Computational Economics - SCE |
Subject: | Financial Econometrics | Multivariate GARCH models |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 19 |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques |
Source: |
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HLOUSKOVA, Jaroslava, (2004)
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