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Multivariate GARCH models : software choice and estimation issues
Brooks, Chris; Burke, Simon P.; Persand, Gita - In: Journal of applied econometrics 18 (2003) 6, pp. 725-734
Persistent link: https://www.econbiz.de/10001843509
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Normal mixture GARCH (1,1) : applications to exchange rate modelling
Alexander, Carol; Lazar, Emese - In: Journal of applied econometrics 21 (2006) 3, pp. 307-336
Persistent link: https://www.econbiz.de/10003315990
Cover Image
Normal mixture GARCH(1,1): applications to exchange rate modelling
Alexander, Carol; Lazar, Emese - In: Journal of applied econometrics 21 (2006) 3, pp. 307-336
Persistent link: https://www.econbiz.de/10006954765
Cover Image
Multivariate GARCH models: software choice and estimation issues
Brooks, Chris; Burke, Simon P.; Persand, Gita - In: Journal of applied econometrics 18 (2003) 6, pp. 725
Persistent link: https://www.econbiz.de/10006966133