Conditional Correlation Models of Autoregressive...

Journal of Business and Economic Statistics 2014 / 01 Vol. 32; Iss. 1

Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations

Amado, Cristina, Teräsvirta, Timo
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Volume:
32
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2013.847376
Date:
January, 2014
File:
PDF, 1.71 MB
english, 2014
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