Estimating VAR-MGARCH models in multiple steps

M. Angeles Carnero and Mustafa Eratalay ()

Working Papers. Serie AD from Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)

Pages: 1 pages
Date: 2012-03
New Economics Papers: this item is included in nep-ecm and nep-ets
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Citations: View citations in EconPapers (11)

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http://www.ivie.es/downloads/docs/wpasad/wpasad-2012-10.pdf Fisrt version / Primera version, 2012 (application/pdf)

Related works:
Journal Article: Estimating VAR-MGARCH models in multiple steps (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:ivi:wpasad:2012-10

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