Variance Targeting Estimation of Multivariate GARCH Models (2016)

First Author: Francq C
Attributed to:  Probabilistic approach to assessing macroeconomic uncertainties funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1093/jjfinec/nbu030

Publication URI: http://dx.doi.org/10.1093/jjfinec/nbu030

Type: Journal Article/Review

Parent Publication: Journal of Financial Econometrics

Issue: 2