Cointegration models with non Gaussian GARCH innovations (Q1640655)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Cointegration models with non Gaussian GARCH innovations |
scientific article |
Statements
Cointegration models with non Gaussian GARCH innovations (English)
0 references
14 June 2018
0 references
cointegration
0 references
Fisher scoring algorithm
0 references
generalised autoregressive conditional heterosedasticity
0 references
volatility models
0 references
bivariate cointegration model
0 references
0 references
0 references