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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~person:"Brownlees, Christian"
~subject:"Theorie"
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Hierarchical GARCH
Brownlees, Christian
- In:
Journal of empirical finance
51
(
2019
),
pp. 17-27
Persistent link: https://www.econbiz.de/10012169952
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Projected Dynamic Conditional Correlations
Llorens-Terrazas, Jordi
;
Brownlees, Christian
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1761-1776
Persistent link: https://www.econbiz.de/10014465352
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