Network GARCH model (Q4986327)
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scientific article; zbMATH DE number 7339770
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Network GARCH model |
scientific article; zbMATH DE number 7339770 |
Statements
Network GARCH Model (English)
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27 April 2021
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GARCH model
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multivariate GARCH model
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network structure
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quasi-maximum likelihood estimator
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0.7980847358703613
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0.7755882740020752
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0.7710877060890198
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0.769710123538971
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