Dynamic factor multivariate GARCH model (Q1623556): Difference between revisions

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-.1016/j.csda.2012.09.010
@@ Property / DOI: 10.1016/j.csda.2012.09.010 / rank @@
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@@ Property / full work available at URL @@
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@@ Property / cites work @@
+GARCH processes: structure and estimation
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+Generalized autoregressive conditional heteroscedasticity
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+Multivariate GARCH Models
@@ Property / cites work: Multivariate GARCH Models / rank @@
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+A full-factor multivariate GARCH model
@@ Property / cites work: A full-factor multivariate GARCH model / rank @@
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+Threshold heteroskedastic models
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+Practical Issues in the Analysis of Univariate GARCH Models
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@@ Property / DOI @@
+.1016/J.CSDA.2012.09.010
@@ Property / DOI: 10.1016/J.CSDA.2012.09.010 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1623556