Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"An equation-by-equation estimator of a multivariate log-GARCH-X model of ..."

Christian Francq, Genaro Sucarrat (2017)

> Home

Details and statistics

DOI: 10.1016/J.JMVA.2016.09.010

access: open

type: Journal Article

metadata version: 2021-10-14

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/ma/FrancqS17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ma/FrancqS17
Christian Francq, Genaro Sucarrat:
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns. J. Multivar. Anal. 153: 16-32 (2017)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.