Work

On a multivariate conditional heteroscedastic model

Year: 1997

Type: article

Source: Biometrika

DOI: 10.1093/biomet/84.1.111

Author: H Wong

Institution: Hong Kong Polytechnic University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2081973846

FWCI: 3.095

Cites: 11

Cited by: 68

Related to: 10