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type_genre:"Arbeitspapier"
type_genre:"Series"
~isPartOf:"Discussion paper series"
~isPartOf:"Working papers"
~person:"Dhaene, Geert"
~subject:"Einkommensverteilung"
~subject:"Estimation"
~subject:"Fiscal policy"
~subject:"Time series analysis"
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Mixed-frequency multivariate GARCH
Dhaene, Geert
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Wu, Jianbin
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2016
Persistent link: https://www.econbiz.de/10011707062
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The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
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Sercu, Piet
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Wu, Jianbin
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2016
Persistent link: https://www.econbiz.de/10011707065
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