Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis (Q2445735)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis
scientific article

    Statements

    Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis (English)
    0 references
    0 references
    0 references
    14 April 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references