The generalized asymmetric dynamic covariance model

P. C. de Goeij, W. Marquering

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)67-74
JournalFinance research letters
Volume2
Issue number2
Publication statusPublished - 2005

Cite this

de Goeij, P. C. ; Marquering, W. / The generalized asymmetric dynamic covariance model. In: Finance research letters. 2005 ; Vol. 2, No. 2. pp. 67-74.
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title = "The generalized asymmetric dynamic covariance model",
author = "{de Goeij}, {P. C.} and W. Marquering",
year = "2005",
language = "English",
volume = "2",
pages = "67--74",
journal = "Finance research letters",
issn = "1544-6123",
publisher = "Elsevier BV",
number = "2",

}

The generalized asymmetric dynamic covariance model. / de Goeij, P. C.; Marquering, W.

In: Finance research letters, Vol. 2, No. 2, 2005, p. 67-74.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - The generalized asymmetric dynamic covariance model

AU - de Goeij, P. C.

AU - Marquering, W.

PY - 2005

Y1 - 2005

M3 - Article

VL - 2

SP - 67

EP - 74

JO - Finance research letters

JF - Finance research letters

SN - 1544-6123

IS - 2

ER -