Matrix exponential GARCH (Q278044): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2005.06.023 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2033559346 / rank | |||
Normal rank | |||
Revision as of 23:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Matrix exponential GARCH |
scientific article |
Statements
Matrix exponential GARCH (English)
0 references
2 May 2016
0 references
multivarate GARCH
0 references
matrix exponential
0 references
non-nested tests
0 references
