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Multivariate GARCH models: a survey
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Document type | Article de périodique (Journal article) |
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Publication date | 2006 |
Language | Anglais |
Journal information | "Journal of Applied Econometrics" - Vol. 21, no. 1, p. 79-109 (Janvier 2006) |
Peer reviewed | yes |
Publisher | John/Wiley & Sons Ltd. (Bognor Regis, United Kingdom) |
issn | 0883-7252 |
Publication status | Publié |
Affiliations |
UCL
- EUEN/CORE - Center for operations research and econometrics UCL - EUEN/CORE - Center for operations research and econometrics UCL - EUEN/CORE - Center for operations research and econometrics |
Links |
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Bibliographic reference | Bauwens, Luc ; Laurent, Sébastien ; Rombouts, Jeroen. Multivariate GARCH models: a survey. In: Journal of Applied Econometrics, Vol. 21, no. 1, p. 79-109 (Janvier 2006) |
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Permanent URL | http://hdl.handle.net/2078.1/23131 |