Network GARCH Model
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Publication:4986327
DOI10.5705/ss.202018.0234zbMath1464.62398OpenAlexW2953993625MaRDI QIDQ4986327
Jing Zhou, Hansheng Wang, Dong Li, Rui Pan
Publication date: 27 April 2021
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202018.0234
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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