Multivariate mixed normal conditional heteroskedasticity (Q1019987)
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: Multivariate mixed normal conditional heteroskedasticity |
scientific article; zbMATH DE number 5559496
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate mixed normal conditional heteroskedasticity |
scientific article; zbMATH DE number 5559496 |
Statements
Multivariate mixed normal conditional heteroskedasticity (English)
0 references
29 May 2009
0 references
multivariate volatility
0 references
finite mixture
0 references
EM algorithm
0 references
0 references
0.8689448237419128
0 references
0.8422859907150269
0 references
0.8422859907150269
0 references
0.8274043798446655
0 references
0.81513911485672
0 references
