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About this Economics, Econometrics and Finance article
Testing for volatility interactions in the Constant Conditional Correlation GARCH model by Tomoaki Nakatani; Timo Teräsvirta is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Tomoaki Nakatani; Timo Teräsvirta
- Publisher
- John Wiley and Sons; Oxford University Press; Blackwell Publishing Inc.; Oxford University Press (OUP) (ISSN 1368-4221)
- Published
- 2009
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)