Login
|
New Account
AAAAAA
ITA
ENG
Results:
1-3
|
Results: 3
Multivariate garch models: a survey
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
Jumps, cojumps and macro announcements
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
On the forecasting accuracy of multivariate GARCH models
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
Risultati:
1-3
|