Multivariate rotated ARCH models | Department of Economics

Noureldin D, Shephard N, Sheppard K

March 2014

Journal article

Journal:

Journal of Econometrics

Volume:

179

Issue:

1

,

Elsevier

,

pp.

16 - 30

No abstract available

Keywords:

38 Economics

,

4905 Statistics

,

3802 Econometrics

,

49 Mathematical Sciences

DOI

10.1016/j.jeconom.2013.10.003