No label defined (Q4779827)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: scientific article; zbMATH DE number 1821192 |
scientific article; zbMATH DE number 1821192
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1821192 |
Statements
28 October 2002
0 references
vector autoregression model
0 references
cointegration
0 references
multivariate GARCH
0 references
long memory time series
0 references
change-point detection
0 references
extreme values distribution
0 references
risk measurement
0 references
