Multivariate GARCH models for large-scale applications: a survey (Q5116815)
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scientific article; zbMATH DE number 7236808
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| English | Multivariate GARCH models for large-scale applications: a survey |
scientific article; zbMATH DE number 7236808 |
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Multivariate GARCH models for large-scale applications: A survey (English)
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18 August 2020
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multivariate GARCH
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comovement
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distribution
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time series
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volatility
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0.8051449656486511
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0.7750014662742615
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0.7695156335830688
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0.7694556713104248
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0.7621082663536072
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