Analytical quasi maximum likelihood inference in multivariate volatility models (Q61439)
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scientific article; zbMATH DE number 6493912
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| English | Analytical quasi maximum likelihood inference in multivariate volatility models |
scientific article; zbMATH DE number 6493912 |
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67
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2
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219-239
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16 March 2007
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14 October 2015
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Analytical quasi maximum likelihood inference in multivariate volatility models (English)
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multivariate GARCH models
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quasi maximum likelihood
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0.9430902
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0.91626877
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0.90260047
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0.90139395
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