Subject
Economics and Econometrics
Reference28 articles.
1. Multivariate simultaneous generalized ARCH;Baba,1991
2. A multivariate generalized ARCH approach to modelling risk premia in forward foreign exchange markets;Baillie;Journal of International Money and Finance,1990
3. Estimation and inference in nonlinear structural models;Berndt;Annals of Economic and Social Measurement,1974
4. Modelling the coherence in short-run nominal exchange rates: a multivariate generalized ARCH model;Bollerslev;The Review of Economics and Statistics,1990
5. ARCH modelling in finance: a review of theory and empirical evidence;Bollerslev;Journal of Econometrics,1992
Cited by
16 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