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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
2009-04-20 12:27:13
date last changed
2016-04-16 12:12:39
@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},
}