Author:
Jondeau Eric,Rockinger Michael
Subject
Economics and Econometrics,Finance
Reference49 articles.
1. International asset allocation with time-varying correlations;Ang;Review of Financial Studies,2002
2. Bauwens, L., Laurent, S., 2002. A new class of multivariate skew densities, with application to GARCH model. Working Paper, CORE, Université de Liège and Université Catholique de Louvain.
3. Time-varying world market integration;Bekaert;Journal of Finance,1995
4. Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns;Bera;Journal of Empirical Finance,2002
5. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
Cited by
543 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献