Semiparametric multivariate GARCH models
Year of publication: |
2003-01
|
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Authors: | HAFNER, Christian ; ROMBOUTS, Jeroen |
Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
Subject: | multivariate GARCH models | semiparametric methods | efficient estimation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE) Number 2003003 |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
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