Publication:3501488

zbMath1150.91470MaRDI QIDQ3501488

Wei Zhang, Ziping Du

Publication date: 3 June 2008

zbMATH Keywords

multivariate GARCH; co-persistence in volatility

Mathematics Subject Classification ID

91B64: Macroeconomic theory (monetary models, models of taxation)

91B82: Statistical methods; economic indices and measures