Proximity-Structured Multivariate Volatility Models (Q5863553)
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scientific article; zbMATH DE number 7536041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Proximity-Structured Multivariate Volatility Models |
scientific article; zbMATH DE number 7536041 |
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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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