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：

[No abstract available]

引用

页码：725 / 734

页数：10

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