Large scale conditional covariance matrix modeling, estimation and testing
Year of publication: |
2001
|
---|---|
Authors: | Ding, Zhuanxin ; Engle, Robert F. |
Published in: |
Jingji-lunwen. - Taipei, Taiwan : Institute of Economics, ISSN 1018-161X, ZDB-ID 864104-3. - Vol. 29.2001, 2, p. 157-184
|
Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Theorie | Theory | Korrelation | Correlation |
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