Multivariate stochastic variance models (Q3374311)
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scientific article; zbMATH DE number 5010682
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate stochastic variance models |
scientific article; zbMATH DE number 5010682 |
Statements
9 March 2006
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autoregressive conditional heteroscedasticity
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likelihood function
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1.0000009536743164
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0.8294289112091064
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0.8162040114402771
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0.8108036518096924
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