Asymptotic Theory for Multivariate GARCH Processes

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https://hal.archives-ouvertes.fr/hal-00170769
Contributor : Christine Graffigne <>
Submitted on : Monday, September 10, 2007 - 3:04:10 PM
Last modification on : Friday, September 20, 2019 - 4:34:02 PM

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Fabienne Comte, O. Lieberman. Asymptotic Theory for Multivariate GARCH Processes. Journal of Multivariate Analysis, Elsevier, 2003, 84, pp.61-84. ⟨hal-00170769⟩

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