Applying MGARCH models in finance

Authors: Jelena Minović, Ivana Simeunović


Category: M10

Minović, J., & Simeunović, I. (2008). Applying MGARCH models in finance. Institute of Economic Sciences, Belgrade, 633–641.
J. Minović and I. Simeunović, "Applying MGARCH models in finance," Institute of Economic Sciences, Belgrade, pp. 633–641, 2008.
@misc{Minovic2008ApplyingMG,
  author       = {Minovi{\'c}, Jelena and Simeunovi{\'c}, Ivana},
  title        = {Applying MGARCH models in finance},
  year         = {2008},
  publisher    = {Institute of Economic Sciences, Belgrade},
  pages        = {633--641},
  note         = {Available online}
}