Working paper

Multivariate Rotated ARCH models.

Actions

Email

Email this record

Send the bibliographic details of this record to your email address.

Your Email
Please enter the email address that the record information will be sent to.

-
Your message (optional)
Please add any additional information to be included within the email.
Share
Cite

Cite this record

APA Style

Shephard, N., Sheppard, K., & Noureldin, D. (2012). Multivariate Rotated ARCH models. Department of Economics (University of Oxford).

MLA Style

Shephard, N, et al. “Multivariate Rotated ARCH Models.” Department of Economics (University of Oxford), 2012. Discussion Paper Series.

Chicago Style

Shephard, N, K Sheppard, and D Noureldin. 2012. “Multivariate Rotated ARCH Models.” Discussion Paper Series. Department of Economics (University of Oxford).
Print

Access Document

Files:: paper594.pdf

(Preview, pdf, 557.5KB, Terms of use)

Publisher copy:: 10.2139/ssrn.2007484

Authors

+ Shephard, N More by this author

Role:: Author

+ Sheppard, K More by this author

Role:: Author

+ Noureldin, D More by this author

Role:: Author

Publisher:: Department of Economics (University of Oxford)
Series:: Discussion paper series
Publication date:: 2012-02-01
DOI:: 10.2139/ssrn.2007484
ISSN:: 1556-5068

Language:: English
UUID:: uuid:65225c0f-847f-4a20-aeee-c356336ee854
Local pid:: oai:economics.ouls.ox.ac.uk:15383
Deposit date:: 2013-04-20
ARK identifier:: ark:/29072/ora_65225c0f847f4a20aeeec356336ee854

Terms of use

Copyright date:: 2012

Licence:: Terms and Conditions of Use for Oxford University Research Archive

Views and Downloads

About views and downloads

If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP