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~institution:"Society for Computational Economics - SCE"
~institution:"Tinbergen Institute"
~institution:"Tinbergen Instituut"
~subject:"Multivariate GARCH models"
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Multivariate GARCH models
multivariate GARCH
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Dynamic correlation
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Computing in Economics and Finance 2002
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Multivariate
GARCH
models and their Estimation
Bauwens, L.
;
Laurent, S.
;
Peters, J.P.
;
Rombouts, J.
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345454
Saved in:
2
A New Class of Multivariate skew Densities, with Application to GARCH Models
Bauwens, Luc
;
Laurent, Sébastien
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537684
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