Multivariate GARCH Models (Q3646955)

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Multivariate GARCH Models
scientific article

    Statements

    title
    Multivariate GARCH Models (English)
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    author
    Timo Teräsvirta
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    publication date
    27 November 2009
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    zbMATH Keywords
    volatility
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    factor models
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62H15
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    62G08
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    62P05
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    zbMATH DE Number
    5640036
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    OpenAlex ID
    W3021739894
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