A skewed GARCH-type model for multivariate financial time series

Chapter
Publication Date:
2010
Short description:
A skewed GARCH-type model for multivariate financial time series / Franceschini, C., Loperfido, N.. - (2010), pp. 143-152. [10.1007/978-88-470-1481-7_15]
Iris type:
2.1 Contributo in volume (Capitolo o Saggio)
List of contributors:
Authors of the University:
Handle:
https://iris.uniss.it/handle/11388/386530
Book title:
Mathematical and statistical methods for actuarial sciences and finance