CSDA
2010
Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis
14 years 8 months ago
E. Rossi, F. Spazzini
| Added |
01 Mar 2011 |
| Updated |
01 Mar 2011 |
| Type |
Journal |
| Year |
2010 |
| Where |
CSDA |
| Authors |
E. Rossi, F. Spazzini |
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