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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~person:"Ng, F. C."
~subject:"ARMA model"
~subject:"Exchange rate policy"
~subject:"Schätztheorie"
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Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
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The generalized conditional autoregressive wishart model for multivariate realized volatility
Yu, Philip L. H.
;
Li, Wai Keung
;
Ng, F. C.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 513-527
Persistent link: https://www.econbiz.de/10011893712
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