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Results: 3

Authors: Bauwens, Luc Laurent, Sébastien Rombouts, Jeroen V. K.
Citation: Bauwens, Luc et al., Multivariate garch models: a survey, Journal of applied econometrics , 21(1), 2006, pp. 79-109

Authors: Lahayé, Jérôme Laurent, Sébastien Neely, Christopher J.
Citation: Lahayé, Jérôme et al., Jumps, cojumps and macro announcements, Journal of applied econometrics , 26(6), 2011, pp. 893-921

Authors: Laurent, Sébastien Rombouts, Jeroen V. K. Violante, Fracesco
Citation: Laurent, Sébastien et al., On the forecasting accuracy of multivariate GARCH models , Journal of applied econometrics , 27(6), 2012, pp. 934-955
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