"Regular variation and related results for the multivariate GARCH(p, q) ..."

Begoña Fernández, Nelson Muriel (2009)

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DOI: 10.1016/J.JMVA.2009.01.002

access: open

type: Journal Article

metadata version: 2021-02-17

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Begoña Fernández, Nelson Muriel:
Regular variation and related results for the multivariate GARCH(p, q) model with constant conditional correlations. J. Multivar. Anal. 100(7): 1538-1550 (2009)

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