An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns
Francq, Christian, Sucarrat, GenaroVolume:
153
Language:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2016.09.010
Date:
January, 2017
File:
PDF, 545 KB
english, 2017