%0 Journal Article %1 Audrino2006b %A Audrino, Francesco %D 2006 %J Computational Statistics & Data Analysis %K GARCH Multivariate models %N 11 %P 3032--3052 %T The impact of general non-parametric volatility functions in multivariate GARCH models %U http://www.sciencedirect.com/science/article/B6V8V-4GKW5T1-2/1/50887e948bb2f75c78b27e0aff6f0824 %V 50

@article{Audrino2006b, added-at = {2008-04-23T14:55:19.000+0200}, author = {Audrino, Francesco}, biburl = {https://www.bibsonomy.org/bibtex/20adf8b7b0ba6cc61636854ec51d64440/smicha}, day = 20, interhash = {08ca877d9462ef5aa6c487e049db2ec7}, intrahash = {0adf8b7b0ba6cc61636854ec51d64440}, journal = {Computational Statistics \& Data Analysis}, keywords = {GARCH Multivariate models}, month = Jul, number = 11, pages = {3032--3052}, timestamp = {2008-04-23T14:56:55.000+0200}, title = {The impact of general non-parametric volatility functions in multivariate GARCH models}, url = {http://www.sciencedirect.com/science/article/B6V8V-4GKW5T1-2/1/50887e948bb2f75c78b27e0aff6f0824}, volume = 50, year = 2006 }