Multivariate modelling of interest rates with a cointegrated VAR-GARCH model
(1997)
Files
dp9780.pdf
Open Access - Adobe PDF
- 10.03 MB
Details
- Authors
Bauwens, Luc 
- Affiliations
Citations
Bauwens, L., Deprins, D., & Vandeuren, J.-P. (1997). Multivariate modelling of interest rates with a cointegrated VAR-GARCH model (CORE Discussion Paper 9780). https://hdl.handle.net/2078.5/152016