Matrix exponential GARCH
From MaRDI portal
Publication:278044
DOI10.1016/j.jeconom.2005.06.023zbMath1418.62484OpenAlexW2033559346MaRDI QIDQ278044
Publication date: 2 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.06.023
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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