Positivity constraints on the conditional variances in the family of conditional correlation GARCH models
| Autor: | Nakatani, Tomoaki, Teräsvirta, Timo |
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| Zdroj: | In Finance Research Letters 2008 5(2):88-95 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Nakatani, Tomoaki, Teräsvirta, Timo |
|---|---|
| Zdroj: | In Finance Research Letters 2008 5(2):88-95 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect