Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (Q3394105): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility |
scientific article |
Statements
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (English)
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28 August 2009
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asymmetric effects
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asymptotic theory
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multivariate structure
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regularity conditions
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