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GO-GARCH: a multivariate generalized orthogonal GARCH model
Weide, Roy van der
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 549-564
Persistent link: https://www.econbiz.de/10001709315
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GO-GARCH: a multivariate generalized orthogonal GARCH model
van der Weide, Roy
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 549-564
Persistent link: https://www.econbiz.de/10006970943
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