Efficient factor GARCH models and factor-DCC models (Q3182650)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Efficient factor GARCH models and factor-DCC models
scientific article

    Statements

    Efficient factor GARCH models and factor-DCC models (English)
    0 references
    0 references
    0 references
    12 October 2009
    0 references
    statistical learning theory
    0 references
    statistical methods
    0 references
    computational finance
    0 references
    behavioural finance
    0 references

    Identifiers