On the forecasting accuracy of multivariate GARCH models
| Year of publication: |
2012
|
|---|---|
| Authors: | Laurent, Sébastien ; Rombouts, Jeroen V. K. ; Violante, Francesco |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 27.2012, 6, p. 934-956
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