Multivariate volatility models (Q5326969)
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scientific article; zbMATH DE number 6193739
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate volatility models |
scientific article; zbMATH DE number 6193739 |
Statements
1 August 2013
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multivariate GARCH models
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BEKK models
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positive definite matrices
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volatility series
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0.8364359140396118
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0.8215076923370361
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0.8139010667800903
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0.8103758692741394
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