scientific article; zbMATH DE number 5990412

MaRDI QIDQ3105852zbMATH OpenFDO

Authors Jelena Minović

Publication date 19 December 2011

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cited in

(5)

• On the parametrization of multivariate GARCH models
• scientific article; zbMATH DE number 6672136 (Why is no real title available?)
• Practical Issues in the Analysis of Univariate GARCH Models
• scientific article; zbMATH DE number 1222303 (Why is no real title available?)
• Two Cholesky-log-GARCH models for multivariate volatilities

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