Estimation of C-MGARCH models based on the MBP method (Q1950684)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6162722
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of C-MGARCH models based on the MBP method |
scientific article; zbMATH DE number 6162722 |
Statements
Estimation of C-MGARCH models based on the MBP method (English)
0 references
13 May 2013
0 references
MGARCH models
0 references
copula
0 references
MBP
0 references
MMBP
0 references
0.7466697692871094
0 references
0.7342146039009094
0 references
0.721619725227356
0 references
0.7096661925315857
0 references
0.6955811381340027
0 references
