Unrestricted VC-MGARCH: An extension of VC-MGARCH and evidence from financial indices

Master's

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Bibliographic Details
Main Author:	VU THANH HAI
Other Authors:	ECONOMICS
Format:	Theses and Dissertations
Language:	English
Published:	2019
Subjects:	Multivariate Garch, Time-Varying Correlations, Real Estate, day of the week effect
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/161023
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Institution:	National University of Singapore
Language:	English

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