Multivariate rotated ARCH models (Q2512636): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3121915407 / rank | |||
Normal rank | |||
Revision as of 02:24, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate rotated ARCH models |
scientific article |
Statements
Multivariate rotated ARCH models (English)
0 references
7 August 2014
0 references
RARCH
0 references
RBEKK
0 references
RDCC
0 references
multivariate volatility
0 references
covariance targeting
0 references
common persistence
0 references
