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Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998

Byström, Hans LU (2004) In European Journal of Finance 10(4). p.44-67
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
European Journal of Finance
volume
10
issue
4
pages
44 - 67
publisher
Taylor & Francis
ISSN
1466-4364
language
English
LU publication?
yes
id
07bf2443-6080-49b1-8c6a-855e6271d92f (old id 1384617)
date added to LUP
2016-04-04 14:11:27
date last changed
2018-11-21 21:18:50
@article{07bf2443-6080-49b1-8c6a-855e6271d92f,
  author       = {{Byström, Hans}},
  issn         = {{1466-4364}},
  language     = {{eng}},
  number       = {{4}},
  pages        = {{44--67}},
  publisher    = {{Taylor & Francis}},
  series       = {{European Journal of Finance}},
  title        = {{Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998}},
  volume       = {{10}},
  year         = {{2004}},
}