FINANCIAL ECONOMETRICS
Issue | Title | |
Vol 26, No 2 (2022) | Multivariate Asymmetric GARCH Model with Dynamic Correlation Matrix | Abstract PDF (Rus) PDF (Eng) |
Ju. S. Trifonov, B. S. Potanin | ||
1 - 1 of 1 Items |
Issue | Title | |
Vol 26, No 2 (2022) | Multivariate Asymmetric GARCH Model with Dynamic Correlation Matrix | Abstract PDF (Rus) PDF (Eng) |
Ju. S. Trifonov, B. S. Potanin | ||
1 - 1 of 1 Items |