The Multivariate GARCH Model and its Application to East Asian Financial Market Integration (Q5139572): Difference between revisions
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Revision as of 18:58, 5 March 2024
scientific article; zbMATH DE number 7283335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Multivariate GARCH Model and its Application to East Asian Financial Market Integration |
scientific article; zbMATH DE number 7283335 |
Statements
The Multivariate GARCH Model and its Application to East Asian Financial Market Integration (English)
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9 December 2020
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DCC (dynamic conditional correlation)-GARCH (generalized autoregressive conditional heteroscedasticity) model
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dynamic conditional correlation
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dynamic conditional variance decomposition
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financial market integration
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East Asian bond and stock markets
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