Flexible Multivariate Garch Modeling with an Application to International Stock Markets

AuthID
P-00F-QGS
3
Author(s)
Ledoit, O
·
Wolf, M
Document Type
Article
Year published
2003
Published
in Review of Economics and Statistics, ISSN: 0034-6535
Volume: 85, Issue: 3, Pages: 735-747
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Publication Identifiers
SCOPUS: 2-s2.0-0242558358
Source Identifiers
ISSN: 0034-6535
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