Work

Vector Autoregressive Covariance Matrix Estimation

Year: 2003

Type: article

Author: Wouter J. Den Haan

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W175483252

FWCI: 1.651

Cites: 51

Cited by: 30

Related to: 10