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"Estimation of multivariate asymmetric power GARCH models."

Y. Boubacar Mainassara, O. Kadmiri, Bruno Saussereau (2022)

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DOI: 10.1016/j.jmva.2022.105073

access: closed

type: Journal Article

metadata version: 2022-10-26

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Y. Boubacar Mainassara, O. Kadmiri, Bruno Saussereau:
Estimation of multivariate asymmetric power GARCH models. J. Multivar. Anal. 192: 105073 (2022)

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