Showing 1 - 10 of 42
Persistent link: https://www.econbiz.de/10001379432
Persistent link: https://www.econbiz.de/10001515777
Persistent link: https://www.econbiz.de/10001570358
Persistent link: https://www.econbiz.de/10002082435
Persistent link: https://www.econbiz.de/10000056134
Persistent link: https://www.econbiz.de/10000056397
Multivariate Volatility Models belong to the class of nonlinear models for financial data. Here we want to focus on multivariate GARCH models. These models assume that the variance of the innovation distribution follows a time dependent process conditional on information which is generated by...
Persistent link: https://www.econbiz.de/10009615423