Department of Economics and Business Economics

Timo Teräsvirta

Positivity constraints on the conditional variances in the family of conditional correlation GARCH models

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • School of Economics and Management
Original languageEnglish
JournalFinance Research Letters
Issue number2
Pages (from-to)88-95
Publication statusPublished - 2008

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ID: 15285477