Work

On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models

Year: 2007

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Gabriele Fiorentini, Enrique Sentana

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1583043815

Cites:

Cited by: 33

Related to: 10