Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatili

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【作者(必填)】[size=10.434782981872559px]Michael McAleera*[size=10.434782981872559px], [size=10.434782981872559px]Suhejla Hotia[size=10.434782981872559px] & [size=10.434782981872559px]Felix Chanb

【文题(必填)】Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility
【年份(必填)】2009

【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/07474930802467217