Research A General Multivariate Threshold GARCH Model with Dynamic Conditional Correlations Read more
Publicationdate 01/01/2011 Publisher with F. Audrino | Journal of Business and Economic Statistics, 2011, 138-149 Category Publications
Publicationdate 01/01/2011 Publisher with F. Audrino | Journal of Business and Economic Statistics, 2011, 138-149 Category Publications