Study of existence of co-persistence in volatility (Q3501488)
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scientific article; zbMATH DE number 5284205
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Study of existence of co-persistence in volatility |
scientific article; zbMATH DE number 5284205 |
Statements
3 June 2008
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multivariate GARCH
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co-persistence in volatility
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0.8155036568641663
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0.7735370397567749
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0.7693014740943909
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