Analytical quasi maximum likelihood inference in multivariate volatility models
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Publication:61439
DOI10.1007/s00184-007-0130-yzbMath1433.62259MaRDI QIDQ61439
Christian M. Hafner, Helmut Herwartz, Helmut Herwartz, Christian M. Hafner
Publication date: 16 March 2007
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://repub.eur.nl/pub/1721/feweco20030806160716.pdf
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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