Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998
(2004) In European Journal of Finance 10(4). p.44-67
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1384617
- author
- Byström, Hans LU
- organization
- publishing date
- 2004
- 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}}, }