On the multivariate EGARCH model
Year of publication: |
2009
|
---|---|
Authors: | Jane, Ten-Der ; Ding, Cherng G. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 16.2009, 16/18, p. 1757-1761
|
Subject: | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
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