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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of macroeconomics"
~person:"Giannini, Massimo"
~person:"Kilian, Lutz"
~person:"McAleer, Michael"
~person:"Stone, Anna-Leigh"
~subject:"ARCH model"
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Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
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