Estimation of multivariate asymmetric power GARCH models (Q2079614)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of multivariate asymmetric power GARCH models |
scientific article |
Statements
Estimation of multivariate asymmetric power GARCH models (English)
0 references
30 September 2022
0 references
constant conditional correlation
0 references
multivariate asymmetric power GARCH models
0 references
quasi-maximum likelihood
0 references
threshold models
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
