On a multivariate conditional heteroscedastic model (Q4364848): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:43, 7 February 2024
scientific article; zbMATH DE number 1088702
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a multivariate conditional heteroscedastic model |
scientific article; zbMATH DE number 1088702 |
Statements
On a multivariate conditional heteroscedastic model (English)
0 references
9 March 1998
0 references
causality in volatility
0 references
conditional heteroscedastic ARMA model
0 references
random coefficient model
0 references
volatility
0 references
