Fourth moment structure of multivariate GARCH models

Research output: Contribution to journal › Article › Academic › peer-review

Original language	Undefined/Unknown
Pages (from-to)	26-54
Number of pages	29
Journal	Journal of Financial Econometrics
Volume	1
Issue number	1
Publication status	Published - 2003

Research programs

@article{14a20a88e5114b88848904e0789a87c9,

title = "Fourth moment structure of multivariate GARCH models",

author = "Hafner, \{CM (Christian)\}",

year = "2003",

language = "Undefined/Unknown",

volume = "1",

pages = "26--54",

journal = "Journal of Financial Econometrics",

issn = "1479-8409",

publisher = "Oxford University Press",

number = "1",

}