Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown (Q1659146)
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scientific article; zbMATH DE number 6918352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown |
scientific article; zbMATH DE number 6918352 |
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Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown (English)
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15 August 2018
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log-GARCH-X
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ARMA-X
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multivariate log-GARCH-X
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VARMA-X
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volatility
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