AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE (Q5696353): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 22:56, 5 March 2024
scientific article; zbMATH DE number 2215545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE |
scientific article; zbMATH DE number 2215545 |
Statements
AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE (English)
0 references
18 October 2005
0 references
bivariate GARCH(1,1) model
0 references
