Title: Robust forecasting of dynamic conditional correlation GARCH models
Authors: Boudt, Kris ×
Danielsson, Jon
Laurent, Sébastien #
Issue Date: 2013
Series Title: International Journal of Forecasting vol:29 issue:2 pages:244-257
ISSN: 0169-2070
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center Finance, Leuven
Faculty of Economics and Business (FEB) - miscellaneous
Department of Financial Management, Campus Carolus Antwerp
× corresponding author
# (joint) last author

Files in This Item:
File Status SizeFormat
1-s2.0-S0169207012000878-main[1].pdf Published 645KbAdobe PDFView/Open Request a copy

These files are only available to some KU Leuven Association staff members


All items in Lirias are protected by copyright, with all rights reserved.

© Web of science