Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10009578563
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
Persistent link: https://www.econbiz.de/10013419686