QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH...

QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS

Francq, Christian, Zakoïan, Jean-Michel
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Volume:
28
Year:
2012
Language:
english
Pages:
28
DOI:
10.1017/s0266466611000156
File:
PDF, 623 KB
english, 2012
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