GO-GARCH: A multivariate generalized orthogonal GARCH model

Journal of Applied Econometrics

Volumn 17, Issue 5, 2002, Pages 549-564

  Van Der Weide, Roy ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036405224     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.688     Document Type: Article

References (24)

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