Asymptotic Theory for Rotated Multivariate GARCH Models

M Asai, CL Chang, Michael McAleer, L Pauwels

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages29
EditionEconometric Institute Research Papers EI2018-38
Publication statusPublished - 2018

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