Multivariate GARCH models: Software choice and estimation issues

被引：20
|
作者：
Brooks, C
Burke, SP
Persand, G
机构：
[1] Univ Reading, ISMA Ctr, Reading RG6 6BA, Berks, England
[2] Univ Reading, Dept Econ, Reading RG6 2AH, Berks, England
[3] Univ Southampton, Sch Management, Southampton, Hants, England
来源：
JOURNAL OF APPLIED ECONOMETRICS | 2003年 / 18卷 / 06期
关键词：
D O I：
10.1002/jae.717
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：725 / 734
页数：10
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