Items where Author is "Pourahmadi, M."
Group by: Item Type | No Grouping
Jump to: Journal Article
Number of items: 1.
Journal Article
Pedeli, X. and Fokianos, K. and Pourahmadi, M. (2015) Two Cholesky-log-GARCH models for multivariate volatilities. Statistical Modelling, 15 (3). pp. 233-255. ISSN 1471-082X