A Multivariate Threshold Varying Conditional Correlations Model (Q3404109): 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 12:07, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Multivariate Threshold Varying Conditional Correlations Model |
scientific article |
Statements
A Multivariate Threshold Varying Conditional Correlations Model (English)
0 references
5 February 2010
0 references
conditional correlation
0 references
multivariate TVCC model
0 references
threshold
0 references
volatility
0 references