Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:57, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula-based multivariate GARCH model with uncorrelated dependent errors |
scientific article |
Statements
Copula-based multivariate GARCH model with uncorrelated dependent errors (English)
0 references
4 July 2016
0 references
copula
0 references
density forecast
0 references
MGARCH
0 references
non-normal multivariate distribution
0 references
uncorrelated dependent errors
0 references
