Multivariate GARCH models : software choice and estimation issues
Year of publication: |
2003
|
---|---|
Authors: | Brooks, Chris ; Burke, Simon P. ; Persand, Gita |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 18.2003, 6, p. 725-734
|
Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis |
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