Estimation of C-MGARCH models based on the MBP method

Li, Lihui, Wen, Tao . Statistics & Probability Letters 2013. 83 (2) :665-673

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Bibtex

@article{CIS-266603,
  Author = {Li, Lihui and Wen, Tao},
  Title = {Estimation of C-MGARCH models based on the MBP method},
  Journal = {Statistics & Probability Letters},
  Volume = {83},
  Number = {2},
  Year = {2013},
  Pages = {665--673},
  Keywords = {Cointegration, VAR models, Copula, MMBP}
}

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