Robust ranking of multivariate GARCH models by problem dimension (Q1623519)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust ranking of multivariate GARCH models by problem dimension |
scientific article; zbMATH DE number 6983972
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust ranking of multivariate GARCH models by problem dimension |
scientific article; zbMATH DE number 6983972 |
Statements
Robust ranking of multivariate GARCH models by problem dimension (English)
0 references
23 November 2018
0 references
covariance forecasting
0 references
model confidence set
0 references
robust model ranking
0 references
MGARCH
0 references
robust model comparison
0 references
0 references
0 references
