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~isPartOf:"Journal of forecasting"
~person:"Barone-Adesi, Giovanni"
~person:"De Giorgi, Enrico"
~person:"Gouriéroux, Christian"
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Barone-Adesi, Giovanni
De Giorgi, Enrico
Gouriéroux, Christian
Audrino, Francesco
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Journal of forecasting
Research paper series / Swiss Finance Institute
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Average conditional correlation and tree structures for multivariate GARCH models
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of forecasting
25
(
2006
)
8
,
pp. 579-600
Persistent link: https://www.econbiz.de/10003402058
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2
Average conditional correlation and tree structures for multivariate GARCH models
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of forecasting
25
(
2006
)
8
,
pp. 579
Persistent link: https://www.econbiz.de/10007393853
Saved in:
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