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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of time series econometrics"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Kapitaleinkommen"
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McAleer, Michael
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Asai, Manabu
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Advances in quantitative analysis of finance and accounting : a research annual
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of time series econometrics
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Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
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