Title of article :
Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism
Author/Authors :
Ralf ostermark، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Pages :
23
From page :
71
To page :
93
Keywords :
Genetic algorithms , International asset pricing , Nonlinearity , Multivariate EGARCH models
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2001
Journal title :
Computational Statistics and Data Analysis
Record number :
307518
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=307518
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