Multivariate GARCH models: A survey

Journal of Applied Econometrics

Volumn 21, Issue 1, 2006, Pages 79-109

  Bauwens, Luc ^a   Laurent, Sébastien ^b   Rombouts, Jeroen V K ^a  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b UNIVERSITY OF NAMUR   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33644805548     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.842     Document Type: Review

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