Author:
Diamantopoulos Konstantinos,Vrontos Ioannis D.
Reference32 articles.
1. Multivariate GARCH models: a survey;L Bauwens;Journal of Applied Econometrics,2006
2. Estimation and Inference in Nonlinear Structural Models;E K Berndt;Annals of Economic and Social Measurement,1974
3. A conditionally heteroskedastic time series model for speculative prices and rates of return;T Bollerslev;Review of Economics and Statistics,1987
4. Modelling the coherence in short-run nominal exchange rates: A multivariate generalized ARCH model;T Bollerslev;The Review of Economics and Statistics,1990