An impulse-response function for a vector autoregression with multivariate GARCH-in-mean (Q1925982)
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scientific article; zbMATH DE number 6118488
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| English | An impulse-response function for a vector autoregression with multivariate GARCH-in-mean |
scientific article; zbMATH DE number 6118488 |
Statements
An impulse-response function for a vector autoregression with multivariate GARCH-in-mean (English)
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27 December 2012
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multivariate GARCH
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VAR
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impulse-response
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0.88285744
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0.8748013
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0.8685135
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0.8656569
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0.8622817
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0.8602708
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