Multivariate GARCH models: software choice and estimation issues
Chris Brooks and
Simon P. Burke
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Gita Persand: School of Management, University of Southampton, Southampton, UK, Postal: School of Management, University of Southampton, Southampton, UK
Simon P. Burke: Department of Economics, University of Reading, Reading, UK, Postal: Department of Economics, University of Reading, Reading, UK
Journal of Applied Econometrics, 2003, vol. 18, issue 6, 725-734
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Working Paper: Multivariate GARCH Models: Software Choice and Estimation Issues (2003)
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