A multivariate skew-garch model

Advances in Econometrics

Volumn 20 PART 1, Issue , 2006, Pages 33-57

  Luca, Giovanni De ^a   Genton, Marc G ^a   Loperfido, Nicola ^a  

^a NONE

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Indexed keywords

EID: 33645896151     PISSN: 07319053     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S0731-9053(05)20002-6     Document Type: Review

References (21)

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