Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
- Authors:
-
- Amado, Cristina ;
-
Teräsvirta, Timo
Close
0000-0002-0947-2114
Department of Economics and Business Economics, Aarhus BSS, Aarhus University
- DOI:
- 10.1080/07350015.2013.847376
- Type:
- Journal article
- Language:
- English
- Published in:
- Journal of Business and Economic Statistics, 2014, Vol 32, Issue 1, p. 69-87
- Main Research Area:
- Social science
- Publication Status:
- Published
- Review type:
- Peer Review
- Submission year:
- 2014
- Scientific Level:
- Scientific
- ID:
- 259848739
