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swMATH15258MaRDI QIDQ27149FDOQ27149
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Cited In (7)
- Multivariate GARCH models for large-scale applications: A survey
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models
- Efficient factor GARCH models and factor-DCC models
- The uncertainty of conditional returns, volatilities and correlations in DCC models
- Teaching size and power properties of hypothesis tests through simulations
- Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation
- Implied risk aversion: an alternative rating system for retail structured products
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