The Generalized Asymmetric Dynamic Covariance Model

P De Goeij, WA (Wessel) Marquering

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

2 Citations (Scopus)

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@article{e28f912978dd442d8fadf1f50bbb67ce,

title = "The Generalized Asymmetric Dynamic Covariance Model",

author = "\{De Goeij\}, P and Marquering, \{WA (Wessel)\}",

year = "2005",

doi = "10.1016/j.frl.2005.04.001",

language = "Undefined/Unknown",

volume = "2",

pages = "67--74",

journal = "Finance Research Letters",

issn = "1544-6123",

publisher = "Elsevier",

number = "2",

}