Department of Economics and Business Economics

Multivariate GARCH models

Research output: Contribution to book/anthology/report/proceedingBook chapterResearch

    Annastiina Silvennoinen, Queensland University of Technology, Australia
  • Timo Teräsvirta
  • School of Economics and Management
Original languageEnglish
Title of host publicationHandbook of Financial Time Series
EditorsTorben G. Andersen, Richard A. Davis, Jens-Peter Kreiss, Thomas Mikosch
Place of publicationBerlin
Publication year2009
Pages201-229
ISBN (print)978-3-540-71296-1
ISBN (Electronic)978-3-540-71297-8
StatePublished - 2009

    Research areas

  • econometrics, quantitative finance

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