Temporal aggregation of multivariate GARCH processes (Q290974)
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scientific article; zbMATH DE number 6589316
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Temporal aggregation of multivariate GARCH processes |
scientific article; zbMATH DE number 6589316 |
Statements
Temporal aggregation of multivariate GARCH processes (English)
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3 June 2016
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multivariate GARCH
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weak GARCH
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temporal aggregation
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0.8685770630836487
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0.8545511364936829
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0.8545511364936829
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0.8305432796478271
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