Multivariate GARCH Models: A Survey

No abstract is available for this paper.

• Publication year

  2003

• Venue

  Journal of Applied Econometrics

• Publication date

  Unknown publication date

• Fields of study

  Economics

• Identifiers
  DOI 10.2139/SSRN.411062
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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