Dynamic conditional eigenvalue GARCH
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Publication:6090564
DOI10.1016/j.jeconom.2021.09.003OpenAlexW3203426122MaRDI QIDQ6090564
Anders Rahbek, Simon Hetland, Rasmus Søndergaard Pedersen
Publication date: 17 November 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://www.economics.ku.dk/research/publications/wp/dp_2019/1913.pdf
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
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