Study of existence of co-persistence in volatility

zbMATH Open1150.91470MaRDI QIDQ3501488FDOQ3501488

Wei Zhang, Ziping Du

Publication date: 3 June 2008

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zbMATH Keywords

multivariate GARCHco-persistence in volatility

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

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