Variance clustering improved dynamic conditional correlation MGARCH estimators (Q1623552)
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: Variance clustering improved dynamic conditional correlation MGARCH estimators |
scientific article; zbMATH DE number 6983995
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance clustering improved dynamic conditional correlation MGARCH estimators |
scientific article; zbMATH DE number 6983995 |
Statements
Variance clustering improved dynamic conditional correlation MGARCH estimators (English)
0 references
23 November 2018
0 references
dynamic conditional correlations
0 references
time series clustering
0 references
multivariate GARCH
0 references
composite likelihood
0 references
0 references
0 references
0 references
0 references
