Multivariate GARCH Models (Q3646955)

From MaRDI portal
Revision as of 01:05, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)





scientific article
Language Label Description Also known as
English
Multivariate GARCH Models
scientific article

    Statements

    title
    Multivariate GARCH Models (English)
    0 references
    author
    Timo Teräsvirta
    0 references
    publication date
    27 November 2009
    0 references
    zbMATH Keywords
    volatility
    0 references
    factor models
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62M10
    0 references
    62H15
    0 references
    62G08
    0 references
    62P05
    0 references
    zbMATH DE Number
    5640036
    0 references
    OpenAlex ID
    W3021739894
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3646955&oldid=32516952"
    Powered by MediaWiki