Proximity-structured multivariate volatility models (Q5863553)
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scientific article; zbMATH DE number 7536041
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Proximity-structured multivariate volatility models |
scientific article; zbMATH DE number 7536041 |
Statements
Proximity-Structured Multivariate Volatility Models (English)
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3 June 2022
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GARCH
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realized volatility
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spatial models
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stochastic volatility
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weight matrices
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0.7446025013923645
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0.740621030330658
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0.7351940274238586
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0.7342046499252319
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0.7338706851005554
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