Testing for volatility interactions in the Constant Conditional Correlation GARCH model
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Econometrics Journal
سال: 2009
ISSN: 1368-4221,1368-423X
DOI: 10.1111/j.1368-423x.2008.00261.x