Department of Economics and Business Economics

Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations

Research output: Research - peer-reviewJournal article

Original languageEnglish
JournalJournal of Business and Economic Statistics
Volume32
Issue number1
Pages (from-to)69-87
Number of pages19
ISSN0735-0015
DOIs
StatePublished - 2014

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