Modelling asymmetric volatility dynamics by multivariate BL-GARCH models

From MaRDI portal

(Redirected from Modelling asymmetric volatility dynamics by multivariate BL-GARCH models)

Jump to:navigation, search

WARNING: Page is not linked to a MaRDI-Entity. Please add Sitelink / Wikibase-link.

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Modelling_asymmetric_volatility_dynamics_by_multivariate_BL-GARCH_models&oldid=66606831"