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"Feasible generalized least squares estimation of multivariate GARCH(1, 1) ..."

Federico Poloni, Giacomo Sbrana (2014)

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DOI: 10.1016/J.JMVA.2014.04.015

access: open

type: Journal Article

metadata version: 2021-02-17

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Federico Poloni, Giacomo Sbrana:
Feasible generalized least squares estimation of multivariate GARCH(1, 1) models. J. Multivar. Anal. 129: 151-159 (2014)

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