Fourth moment structure of multivariate GARCH models

CM (Christian) Hafner

Research output: Contribution to journalArticleAcademicpeer-review

Original languageUndefined/Unknown
Pages (from-to)26-54
Number of pages29
JournalJournal of Financial Econometrics
Volume1
Issue number1
Publication statusPublished - 2003

Research programs

  • EUR ESE 11

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