Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model (Q6096701): Difference between revisions
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Revision as of 10:25, 30 July 2024
scientific article; zbMATH DE number 7737973
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model |
scientific article; zbMATH DE number 7737973 |
Statements
Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model (English)
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15 September 2023
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GTCAW
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RCOV matrices
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threshold
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volatility
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Wishart
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