A generalised stochastic volatility in mean VAR (Q1626966)
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scientific article; zbMATH DE number 6982686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalised stochastic volatility in mean VAR |
scientific article; zbMATH DE number 6982686 |
Statements
A generalised stochastic volatility in mean VAR (English)
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22 November 2018
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VAR
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stochastic volatility in mean
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error covariance
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0.91805273
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0.9083758
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0.9040624
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0.90346706
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0.90336776
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0.90330774
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