Affine multivariate GARCH models
Escobar-Anel, Marcos, Rastegari, Javad, Stentoft, LarsVolume:
118
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2020.105895
Date:
September, 2020
File:
PDF, 2.20 MB
2020