Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis
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Publication:2445735
DOI10.1016/j.csda.2009.06.004zbMath1284.91477OpenAlexW2172081471MaRDI QIDQ2445735
Publication date: 14 April 2014
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2434/59654
Applications of statistics to economics (62P20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)
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