Matrix exponential GARCH (Q278044)
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scientific article; zbMATH DE number 6575845
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Matrix exponential GARCH |
scientific article; zbMATH DE number 6575845 |
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Matrix exponential GARCH (English)
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2 May 2016
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multivarate GARCH
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matrix exponential
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non-nested tests
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0.810019314289093
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0.7709246277809143
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0.7527085542678833
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0.7385215163230896
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