Pages that link to "Item:Q1623522"

The following pages link to Multivariate GARCH estimation via a Bregman-proximal trust-region method (Q1623522):

Displaying 2 items.

• A closed-form estimator for the multivariate GARCH(1,1) model (Q391807) (← links)
• Estimation and empirical performance of non-scalar dynamic conditional correlation models (Q1659096) (← links)