Department of Economics and Business Economics

Testing for volatility interactions in the Constant Conditional Correlation GARCH model

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  • School of Economics and Management
Original languageEnglish
JournalEconometrics Journal
Volume12
Issue number1
Pages (from-to)147-163
ISSN1368-4221
DOIs
StatePublished - 2009

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ID: 15285577