Semiparametric multivariate volatility models
type: Item
instance of: scholarly article
zbMATH Open document ID: 1237.62117
DOI: 10.1017/S0266466607070119
author: Christian M. Hafner
author: Jeroen V. K. Rombouts
published in: Econometric Theory
publication date: 2012-05-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6035247
MaRDI profile type: Publication
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full work available at URL: s0266466607070119
OpenAlex ID: W3023322961
title: Semiparametric multivariate volatility models
description: scientific article; zbMATH DE number 6035247