A Component GARCH Model with Time Varying Weights (Q3574741)

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A Component GARCH Model with Time Varying Weights
scientific article

    Statements

    title
    A Component GARCH Model with Time Varying Weights (English)
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    author
    Luc Bauwens
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    Giuseppe Storti
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    publication date
    2 July 2010
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62M10
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    62F15
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    91B30
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    62P05
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    zbMATH DE Number
    5729889
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