GO-GARCH: A Multivariate Generalized Orthogonal GARCH Model

Authors
Publication date 2002
Journal Journal of Applied Econometrics
Volume | Issue number 17 | 5
Pages (from-to) 549-564
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Published at https://doi.org/10.1002/jae.688
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