Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary Garch Equations

AuthID
P-009-HEE
2
Author(s)
Tipo de Documento
Article
Year published
2014
Publicado
in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, ISSN: 0735-0015
Volume: 32, Número: 1, Páginas: 69-87 (19)
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-84901808701
Wos: WOS:000330431700005
Source Identifiers
ISSN: 0735-0015
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