On the forecasting accuracy of multivariate GARCH models

Sébastien Laurent, Jeroen V. K. Rombouts and Francesco Violante ()

Journal of Applied Econometrics, 2012, vol. 27, issue 6, 934-955

Date: 2012
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Working Paper: On the forecasting accuracy of multivariate GARCH models (2010)
Working Paper: On the Forecasting Accuracy of Multivariate GARCH Models (2010)
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