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scientific article; zbMATH DE number 6612015
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| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 6612015 |
Statements
10 August 2016
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multivariate conditional heteroscedastic model
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dynamic conditional correlation
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exogenous variables
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two-step maximum likelihood estimation
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Asian stock market
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0.9372621
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0.90657175
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0.90614796
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0.90009445
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0.8787889
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0.8585823
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0.85751724
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