GARCH Models (Structure, Statistical Inference and Financial Applications) || Multivariate GARCH Processes
Francq, Christian; Zakoïan, Jean-Michel
- 作者Francq, Christian; Zakoïan, Jean-Michel
- 文件大小720.50KB
- 发表时间2010
- DOI10.1002/9780470670057.ch11
- 页码273-310