author = { Karanasos, Menelaos AND Xu, Yongdeng },

title = { Matrix inequality constraints for vector (asymmetric power) GARCH/HEAVY models and MEM with spillovers: Some new (mixture) formulations },

publisher = {Cardiff University, Cardiff Business School},

keywords = { Mixture Formulation , Second Moment Structure , C53 , Multivariate Modelling , Power Transformations , C32 , C58 , Optimal Forecasts , Asymmetries , G15 , Matrix Inequality Constraints },

year = {2017},

abstract = {Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.},

url = { http://slubdd.de/katalog?TN_libero_mab2 }