Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (Q3394105)

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Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility
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    title
    Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (English)
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    author
    Michael McAleer
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    Suhejla Hoti
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    Felix T. S. Chan
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    publication date
    28 August 2009
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    Mathematics Subject Classification ID
    62M10
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    62P05
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    62H12
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    91B30
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    62P20
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    62F12
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    zbMATH DE Number
    5599606
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    zbMATH Keywords
    asymmetric effects
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    asymptotic theory
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    multivariate structure
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    regularity conditions
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    OpenAlex ID
    W2034967606
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