| Original language | English |
|---|---|
| Pages (from-to) | 531-564 |
| Journal | Journal of Financial Econometrics |
| Volume | 2 |
| Issue number | 1 |
| Publication status | Published - 2004 |
Modeling the conditional covariance between stock and bond returns: A multivariate GARCH approach
P. C. de Goeij, W. Marquering
Research output: Contribution to journal › Article › Scientific › peer-review
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