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~institution:"Centre for Economic Policy Research"
~institution:"Erasmus Research Institute of Management"
~institution:"Forschungsinstitut Betriebliche Bildung"
~institution:"Rutgers University / Department of Economics"
~person:"Goeij, Peter de"
~subject:"Theory"
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Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
(
contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
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