Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
- 31 March 2002
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 9 (2) , 171-195
- https://doi.org/10.1016/s0927-5398(01)00050-0
Abstract
No abstract availableThis publication has 32 references indexed in Scilit:
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