A Multivariate Generalized Independent Factor GARCH Model with an Application to Financial Stock Returns Working Papers uri icon

authors

  • GARCIA FERRER, ANTONIO
  • GONZALEZ PRIETO, ESTER
  • PE√ĎA SANCHEZ DE RIVERA, DANIEL

publication date

  • 2008

series title

  • UC3M Working papers. Statistics and Econometrics

series number

  • 08-75-28