On the forecasting accuracy of multivariate GARCH models

DOI10.1002/JAE.1248MaRDI QIDQ154360FDO

Authors Sébastien Laurent, Jeroen V. K. Rombouts, Francesco Violante

Publication date 26 April 2011

Published in Journal of Applied Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/JAE.1248

Cited in

(1)

• StatPerMeCo

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