![](/img/cover-not-exists.png)
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models
P. Dellaportas and I. D. VrontosVolume:
10
Year:
2007
Language:
english
Journal:
The Econometrics Journal
DOI:
10.2307/23126788
File:
PDF, 1.46 MB
english, 2007