Proximity-Structured Multivariate Volatility Models (Q5863553)
From MaRDI portal
scientific article; zbMATH DE number 7536041
Language | Label | Description | Also known as |
---|---|---|---|
English | Proximity-Structured Multivariate Volatility Models |
scientific article; zbMATH DE number 7536041 |
Statements
Proximity-Structured Multivariate Volatility Models (English)
0 references
3 June 2022
0 references
GARCH
0 references
realized volatility
0 references
spatial models
0 references
stochastic volatility
0 references
weight matrices
0 references
0 references
0 references
0 references