Estimating VAR-MGARCH models in multiple steps.

Autor:	Carnero, M. Angeles, Eratalay, M. Hakan1
Zdroj:	Studies in Nonlinear Dynamics & Econometrics. May2014, Vol. 18 Issue 3, p339-365. 27p. 2 Diagrams, 4 Charts, 8 Graphs.
Databáze:	Business Source Ultimate
Externí odkaz:	Zobrazit plný text záznamu