Modelling volatility asymmetries:a Bayesian analysis of a class of tree structured multivariate GARCH models
Material type: TextPublication details: 2007Description: V. 10 Issue. 3 503-520Other title:- J5802 2007
- Econometrics Journal (3 Issues per Annualy)
No physical items for this record
There are no comments on this title.
Log in to your account to post a comment.