A multivariate skew-garch model (Q3571961)

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A multivariate skew-garch model
scientific article

    Statements

    title
    A multivariate skew-garch model (English)
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    author
    Giovanni De Luca
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    Marc G. Genton
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    Nicola M. R. Loperfido
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    publication date
    30 June 2010
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62M10
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    62P05
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    zbMATH DE Number
    5728698
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