Robust M-estimation of multivariate GARCH models

Kris Boudt, Christophe Croux. Robust M-estimation of multivariate GARCH models. Computational Statistics & Data Analysis, 54(11):2459-2469, 2010. [doi]

Authors

Kris Boudt

This author has not been identified. Look up 'Kris Boudt' in Google

Christophe Croux

This author has not been identified. Look up 'Christophe Croux' in Google