Matrix GARCH Model: Inference and Application

DOI10.1080/01621459.2024.2415719MaRDI QIDQ6910892zbMATH OpenFDO

Authors Cheng Yu, Dong Li, Feiyu Jiang, Ke Zhu

Publication date 28 October 2025

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2024.2415719

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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