Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis (Q2445735): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:11, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis |
scientific article |
Statements
Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis (English)
0 references
14 April 2014
0 references
