Author:
Becker R.,Clements A.E.,Doolan M.B.,Hurn A.S.
Subject
Business and International Management
Reference28 articles.
1. Alexander, C., & Chibumba, A. (1996). Multivariate orthogonal factor GARCH. Working paper. Sussex: University of Sussex.
2. EDHEC-risk North American index survey 2011;Amenc,2012
3. Volatility and correlation forecasting;Andersen,2006
4. Multivariate GARCH models: a review;Bauwens;Journal of Applied Econometrics,2006
5. Modelling the coherence in short-run nominal exchange rates: a multivariate generalized ARCH model;Bollerslev;Review of Economics and Statistics,1990
Cited by
39 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