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