Multivariate Rotated ARCH models.
| Main Authors: | , , |
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| Format: | Working paper |
| Language: | English |
| Published: |
Department of Economics (University of Oxford)
2012
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| _version_ | 1797072596953464832 |
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| author | Shephard, N Sheppard, K Noureldin, D |
| author_facet | Shephard, N Sheppard, K Noureldin, D |
| author_sort | Shephard, N |
| collection | OXFORD |
| description | |
| first_indexed | 2024-03-06T23:10:02Z |
| format | Working paper |
| id | oxford-uuid:65225c0f-847f-4a20-aeee-c356336ee854 |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-06T23:10:02Z |
| publishDate | 2012 |
| publisher | Department of Economics (University of Oxford) |
| record_format | dspace |
| spelling | oxford-uuid:65225c0f-847f-4a20-aeee-c356336ee8542022-03-26T18:23:36ZMultivariate Rotated ARCH models.Working paperhttp://purl.org/coar/resource_type/c_8042uuid:65225c0f-847f-4a20-aeee-c356336ee854EnglishDepartment of Economics - ePrintsDepartment of Economics (University of Oxford)2012Shephard, NSheppard, KNoureldin, D |
| spellingShingle | Shephard, N Sheppard, K Noureldin, D Multivariate Rotated ARCH models. |
| title | Multivariate Rotated ARCH models. |
| title_full | Multivariate Rotated ARCH models. |
| title_fullStr | Multivariate Rotated ARCH models. |
| title_full_unstemmed | Multivariate Rotated ARCH models. |
| title_short | Multivariate Rotated ARCH models. |
| title_sort | multivariate rotated arch models |
| work_keys_str_mv | AT shephardn multivariaterotatedarchmodels AT sheppardk multivariaterotatedarchmodels AT noureldind multivariaterotatedarchmodels |