Title of article
Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Author/Authors
Anil K. Bera، نويسنده , , Sangwhan Kim، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2002
Pages
25
From page
171
To page
195
Keywords
Time-varying correlations , Score test , stock returns , Studentizing , Information matrix test
Journal title
Journal of Empirical Finance
Serial Year
2002
Journal title
Journal of Empirical Finance
Record number
130710
Link To Document