Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article
Modelling multivariate autoregressive conditional heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model. / Silvennoinen, Annastiina; Teräsvirta, Timo.
In: Journal of Financial Econometrics, Vol. 7, No. 4, 2009, p. 373-411.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article
}
TY - JOUR
T1 - Modelling multivariate autoregressive conditional heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model
AU - Silvennoinen,Annastiina
AU - Teräsvirta,Timo
PY - 2009
Y1 - 2009
N2 - Udgivelsesdato: 2009
AB - Udgivelsesdato: 2009
U2 - 10.1093/jjfinec/nbp013
DO - 10.1093/jjfinec/nbp013
M3 - Journal article
VL - 7
SP - 373
EP - 411
JO - Journal of Financial Econometrics
T2 - Journal of Financial Econometrics
JF - Journal of Financial Econometrics
SN - 1479-8409
IS - 4
ER -