Multivariate GARCH Models (Q3646955)
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scientific article; zbMATH DE number 5640036
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate GARCH Models |
scientific article; zbMATH DE number 5640036 |
Statements
Multivariate GARCH Models (English)
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27 November 2009
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volatility
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factor models
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0.8227685689926147
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0.816294252872467
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0.8133023381233215
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0.8128650188446045
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