GARCH Models (Structure, Statistical Inference and Financial Applications) || Multivariate GARCH Processes
Francq, Christian; Zakoian, Jean-Michel
- 作者Francq, Christian; Zakoian, Jean-Michel
- 文件大小332.51KB
- 发表时间2019
- DOI10.1002/9781119313472.ch10
- 页码272-316