AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE (Q5696353)
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scientific article; zbMATH DE number 2215545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE |
scientific article; zbMATH DE number 2215545 |
Statements
AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE (English)
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18 October 2005
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bivariate GARCH(1,1) model
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