Semiparametric multivariate GARCH models (Q3368858)
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scientific article; zbMATH DE number 5005060
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Semiparametric multivariate GARCH models |
scientific article; zbMATH DE number 5005060 |
Statements
8 February 2006
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semiparametric methods
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efficient estimation
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0.8900426030158997
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0.8414027094841003
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0.8299684524536133
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0.8284695148468018
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0.8276880979537964
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