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Modelling multivariate volatilities: an ad hoc method

Wang, Mingjin and Yao, Qiwei (2005) Modelling multivariate volatilities: an ad hoc method. In: Fan, Jianqing and Li, Gang, (eds.) Contemporary Multivariate Analysis and Experimental Designs: in Celebration of Professor Kai-Tai Fang's 65th Birthday. World Scientific, Singapore, pp. 87-97. ISBN 9789812561206

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Item Type: Book Section
Official URL: http://www.worldscientific.com/
Additional Information: © 2005 World Scientific
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Collections > Economists Online
Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 19 Feb 2009 15:58
URL: http://eprints.lse.ac.uk/22886/

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